I was thinking of downloading KDE for Windows. Can anyone tell me its pros and cons?
its up to you to decide, but remember to make a restore point so that to revert back if anything goes wrong.
KDE For Windows - An Overview
Accessing KDE Applications From Your Windows
I agree, none of the alt. shells for windows run as good as windows explorer, no matter which you try to install.
I would recommend themeing the explorer.
Any time you deviate so far away from the original theme, you're going to add massive overhead to your CPU. Honestly, I didn't know it even existed. I'll tell you this though, KDE is bad enough on it's native Linux environment, I couldn't imagine what a port to Windows would look like. The only way you will know if it tickles your fancy is if you try it out (report back to me with a verdict).
If you want to be extra safe, you can use a virtual machine such as Virtual Box, install Windows on the virtual image and then install KDE for Windows to test it out.