The GDI libraries/APIs that provide that are all still there, you just need to find a framework that lets you see them, are kick through the abstraction walls of [insert chosen app framework] to access them more manually. Be prepared for a bit of extra work on what more modern UI libraries make more automatic, and having to discuss everything rather than just what you want to differ from default.
I think you can get back to Win9x/2k style controls by instructing the system to not add any theming. If you're finding a panel that is using 3.x controls, they're likely in the resources of the app/dll. Although the 3.x file picker can still be found in a couple of rare corners of the OS.
