Douglas there's a great coder (Jake Bunce) who has done several design components for the Categories.
I have used quite a few of them so you can see possibilities on my test site (see my signature)
such as setting different colours for different category bars, different colours for the titles, and adding an image to the bar.
It is possible to click on the Category title and open a dedicated page with the contents of that Category. I'm working right now on getting the individualised Category bar to appear on that page as a kind of header.
Also to place it in other places like on the XF static Pages, wiki pages, and the sidebar menu I use - so that they are constantly there as reminders of the Category areas.