Widget Locker can do some of the lock screens shown.
There are other apps to do it as well.
Most docks/launchers have been ported from one to another, or can be themed onto them. Anyone with any graphic skills can make Launcher Pro look how they want. ADW and Go have TONS and TONS of themes and ADW has a pack of templates to download to make your own theme. Some will let you change the icon for each app (LauncherPro certainly does). You woudl be amazed at the number and variety of launchers there are.
Statusbars... most are not very customized, I have a few in the Harmonia thread that work with most common roms that don't already have them (check post 2). These are not really that easy to customize. They can be, but most won't. Using UOT Kitchen is the easy way, as it has lots of options, but going beyond that can be painstaking. While a usb connected icon requires only 1, a custom battery icon can involve 200+ images.
Almost anything you want to do, has probably been done, or is relatively easy if you look. This is exactly why I don't theme Aphrodite or Harmonia. Other than the Statusbar, it's all easy enough to do.
Swapping parts however, is a surefire way to break your phone, I've done it many times.
It only takes one wrong line to bring everything to a halt.
Check out this forum.
Android Themes - xda-developers
There are threads for themes, widgets and more (look at the stickies). Have a look, you will be amazed at what is out there.