Gnome 2.x in Ubuntu 10.10 is highly customisable. How come all this has been locked down in 11.10 and Gnome 3.x? I enjoy using Ubuntu because of this reason. Now am I stuck with what I have when installing 11.10 (Just like Mac and Windows), or am I just being ignorant?
A major reason why Unity and GNOME Shell (which is what I assume you meant by GNOME 3.x) are seemingly not as customizable at the moment is that they are still relatively new software fresh out of development, and developers are still ironing out bugs first before implementing more controls.
That being said, both Unity and GNOME Shell already have a lot of configuration options available. See How can I configure Unity? for information on how you can go about customizing Unity, and extensions.gnome.org for a list of GNOME Shell extensions you can install straight from your web browser to change the functionality and appearance of GNOME Shell. Additionally, GTK+ 3 themes and other aspects of the interface can now be managed using the GNOME Tweak Tool utility (see How do I get and install more themes, icons, pointers for Ubuntu?).
If there is some specific functionality or option you are looking for, please let us know in an edit to your question so we can better address it.