As I said, I have a boring 404 page that tries to give useful information to the user as to how to find what they are looking for. I don't think I even mention the figures 404 anywhere on the page.
I've tried to make it look as much like the other pages on the site and as little like an error page as possible. Experience as a support programmer taught me that unsophisticated users tend to panic if they hit an error ("Oh ****! It's broken! What did I do wrong?"), so I tend to disguise the fact from them.