gksu -u gdm dbus-launch gnome-appearance-properties
You can set the theme, background, etc just like the appearance
properties in regular GNOME.
UPDATE: Obviously this relies on GNOME being installed. If you don't have GNOME installed, you can use this nifty little trick on Karmic:
sudo add-apt-repository ppa:gdm2setup/gdm2setup
sudo apt-get update
sudo apt-get install python-gdm2setup
You should now have a menu entry under: System / Administration menu as “Login (GDM2Setup)