1.Which program is better: DesktopX or Windowblinds, or are they even comparable?
Not comparable.
DTX is a enhancement/design your own desktop
WB is a skin your windows
2.On DesktopX: Nothing will show in my systray
In Stardock Central > tools > settings = settings > general = make sure Enable MCP notification area support is checked
3.DesktopX: Is there any way to have taskbar items group together (like they do in XP)?
I don't thinks so, but I could be wrong