Check out the jQuery UI CSS Framework / Theming API here: http://docs.jquery.com/UI/Theming/API
Basically, this is a bunch of classes that you can use for the consistent style of your layout, many plugins use the same classes, the link above lists most of the classes (do not forget to change) and descriptions of each of them. Now, to customize any theme, the user interface team provides ThemeRoller . You can also use ThemeRoller to quickly get icon classes, etc. Just hover over them to see what class they are.
When you are developing and want to customize the look, as soon as you start using the classes, you can use the ThemeRoller developer tool (bookmarklet, works only in Firefox) to see live changes on your page (instead of ThemeRoller demo page).