1) the 'close tab' button seems to be new. It takes up a whole column of space on the screen here, between the manager panel and the editor panel.
You have to explicitely enable this button, it does not show by default. If you don't like it, you can turn it off in Settings --> Environment --> View. There is a plugin available which lets you close tabs via a context menu, though I forgot the download location (search forums). In-tab close buttons have been in development for a while, but aren't ready to be included in a release yet.
2) There are too many bevels and borders... for example, between the bottom of the editor text and the top of the messages text is a scroll bar (unnecessary in this case since the file is not wider than the screen), then the outside of the tabcontrol/workbook has a reasonably large bevelled border, then there's the bevelled splitter, and then the border of the messages window tabcontrol.
You must have a particularly small screen if the bevels in Code::Blocks are a problem for you, they're really not big. Do you know that F2 hides/unhides the message pane, and Shift-F2 does the same with the manger? This frees a large screen area very quickly (the message pane can be configured to auto-hide, too).
The subject of horizontal scroll bars a matter of taste. My sources regularly have long lines, so I am very grateful about a horizontal scroll bar.
The spacing inside the message pane's individual tabs is individually different, this depends mostly on the respective wxWidgets containers used, little one can do about this (but it doesn't look wrong to me, anyway).
The projects pane is even worse as there's an extra border between the scrollbars and the edge of the tabcontrol.
Not what I see on my Windows XP machine. The projects pane is actually quite perfect. There is no visible gap except the widget's 1px border.
3) The splitters don't have a different icon when the mouse pointer is over them.
You mean a mouse-over cursor? Yes, that is true for the vertical splitter and the message pane's.
4) The toolbars are partially obscured for me
This may be a corrupted
.cb_layout.bin file (found in your home folder). Try if it is better after deleting this file (or does obscured mean they don't fit on the screen?).