I'm looking for a mod that replaces the HMF bars with something immersive, like the screen fading to different colours. Not necessarily that, but something other than wondering why and how my character has personal status cyberware.

Your best option for customizing the HUD is HUD Status Bars Enhanced (or the older original HUD Status Bars, which is no longer maintained). You'll have to do some tweaking to get it looking the way you want it, but you can do a lot with it.

Thanks; I'll take a look at it.

Actually, if you could point me at a tutorial for making full-screen shaders in Oblivion, I could handle the rest myself.

Edit: Rather, hooking them into Oblivion. I can write the hlsl; I just don't know how to get it into Oblivion and rendering on-screen; I don't know what shader interop conventions Oblivion uses, or how to pack the shader properly for Oblivion; etc.

For example, does Oblivion require shaders to use pre-specified names for textures? Things like that.

Consider checking out Oblivion Reloaded - there are shaders there. Might want to ask it's author Alenet if in doubts.

You're only options for hooking Oblivion's shaders (unless you write your own plugin) is OBGEv3 or Oblivion Reloaded. Of the two the no doubt best choice is Oblivion Reloaded. The author has implemented a custom shader engine. So, if you write a shader, just run (hook) it through OR. I've ported tons of shaders from ReShade that way.

Thanks; not really looking to write an entire plugin. Although if it's easy enough...Although easy enough is relative. Not sure if I want to install an graphical mod just for shaders; OTOH, I have been thinking about adding more improved graphics, besides darker dungeons and better faces.

Will look into those later; right now I'm doing the fun-but-purposeful coding.