Just a quick clarification - to change the "real" lockscreen, you need to have root. You can, however, just disable it, and use an app that is designed to act like a lockscreen. These apps technically aren't lockscreens, but you can't tell the difference based on how they work. Try widget locker and see how you like it. If you want to change the actual lockscreen, you need to root the phone.
As for themes, what kind of themes are you referring to? Some launcher replacements, such as ADW, have theme support, but it's only going to change the background, icons, dock, etc. If you want to change the actual look of the system (notification bar, for example), you need to root the phone, and flash a custom ROM, then you'll be able to flash a theme.