There's a lot of stuff that can be done with web pages. There's Flash, DHTML, animated GIFs, Javascript, Java, CSS... more acronyms than you can shake a stick at.
All can be used to make a big statement or to enhance your website in a subtle way. An example of subtlety is the JavaScript on the Home Page of this and many websites I have made which greets people with the day and time period (morning, afternoon or evening). It's simple but seems to delight people and has been "borrowed" by many.
If you're looking to create a website with over 10 to 15 pages then you might like to consider a Content Management System. Beyond this size, maintaining the site manually & keeping all the links up to date starts to become more involved.