How can I make my active window more obvious on Windows 7 without disabing transparency?

An AutoHotkey solution for non-maximized windows is described in the article
Script to draw a border around an active window with autohotkey.

The following script is adapted from that article and will draw a 5-pixels red border around the active window :

#Persistent

SetTimer, DrawRect, 50
border_thickness = 5
border_color = FF0000

DrawRect:
WinGetPos, x, y, w, h, A
Gui, +Lastfound +AlwaysOnTop +Toolwindow
iw:= w+4
ih:= h + 4
w:=w+ 8
h:=h + 8
x:= x - border_thickness
y:= y - border_thickness
Gui, Color, FF0000
Gui, -Caption
WinSet, Region, 0-0 %w%-0 %w%-%h% 0-%h% 0-0 %border_thickness%-%border_thickness% %iw%-%border_thickness% %iw%-%ih% %border_thickness%-%ih% %border_thickness%-%border_thickness%
Gui, Show, w%w% h%h% x%x% y%y% NoActivate, Table awaiting Action
return

This is one of those hard problems that many people are facing.

Someone was so troubled with this, that they created a style and hacked a better contrast in it. You can download the style from the Windows 7 Forum in the post Solved - active and inactive windows too similar in Aero.

In case the link dies, a copy can be found at the Wayback Machine.