I use Home++ myself and never really experienced any "major" issues. On rare occassions I'll get a Force Close/Wait popup. My only gripe about it is that there is no Messaging "button" in the powerstrip. I'm hoping a future update will change that.
As far as wallpapers go, you can save any pic from the web to your SD card, and therefore use it as wallpaper, with no PC intermediary. I've done this a number of times.