Create a new page, and then place the Login module on it. On the Site Settings page, specify this new page as the Login page.
You can add other modules to this page. You can add Text/HTML modules for instructions. You can add other modules. You can skin this page to your liking.
If you want to style the Login module itself, you can use the following techniques:
- The LOGIN skin object has these attributes: Text (The text of the login link), CssClass (The style of the login link, Default is OtherTabs), and LogoffText (The text for the logoff link)
- Use the Language Editor to change any of the text elements
- Use javascript to modify elements that have named IDs
I hope that give you some hints.
If you really want to supercharge the Login, I'd recommend that you look at Datasprings' Dynamic Login module.