WPCandy Logo Login Plugin
Nifty little plugin that allows you to change WordPress’ logo on the login page with a picture of your own, provided the dimension is the same. If you want to go further, David Airey has a tutorial to modify your login form area, and Ben of Binary Moon fame provides a plugin for that.
Update: It turns out David and Ben’s method/plugin above does not work for WordPress 2.5 and above. But fear not, because here’s another plugin that works, and there’s also Just Creative Design’s tutorial for that.