Recently I have found a nice tool to replace Gnome Screenlets on my XFCE desktop and provide all sorts of technical details - memory usage, CPU usage, IO load, network stats, etc. - Conky. It is highly flexible and provides a Lua interface and also whatever you can imagine for this kind of tool. More info on the project page or on the Wikipedia; you can find there good examples of config files, different tweaks and additional software.
Unfortunately, there is no GUI to write conky configuration scripts except Conky GUI which does not seem to be maintained anymore. Last thing was done in May 2012 when project has been moved to Github. The .deb package from the website didn't worked for me so I have decided to build my own version. It turned out that some minor fixes were needed to run it with Oracle JDK 1.7 and new JUnit, patches can be found here.
UPDATE: Amazing samples of Conky configuration!