Getting rid of Explorer and using a different shell is much easier than you're thinking, just hold control+shift and right-click the taskbar, then close Explore

Getting rid of Explorer and using a different shell is much easier than you're thinking, just hold control+shift and right-click the taskbar, then close Explorer. However, you're still running dwm.exe at that point, which gives you window management, alt+tab, and access to Task Manager. Replacing that part of Windows would be harder.