I was browsing another board and people were posting pics of there phones and they looked amazing. Are these visual changes as simple as a theme or do you have to do a lot of other stuff?
Yup like the post above me said. If rooted, you have a ton more options and customizations. For example, themes. You can still customize though if not rooted. Try out some widgets and for lockscreen i suggest widgetlocker. Tons of sliders and looks. Theres a ton of awesome widgets available.
The screenie shown here looks like someone running either Launcher Pro or ADW Launcher from the Market and using some custom downloadable/installed app icons packs and some customizing of the icons threw the launchers themselves.
Otherwise I don't really see anything out of the ordinary here that would signal a custom ROM being used. If that was the case normally you would see a custom battery meter/mod and some other visual changes in the status bar.
What Paul said. It's a Launcher replacement with a theme or themed icons applied. @op, start with a launcher like adw or launcher pro and search the market for themes, you'll fine a lot.
You'll fine more refined themes on the boards, xda has a lot.