I play a lot with my android phone and I love to customize it often with different themes and widgets. CyanogenMod is one of the best ROMs available for most of the devices.
We have also reviewed MIUI ROM which is equally popular. It gives you option to not only change the themes but you can individually choose lockscreen or status bar theme which you can't in CyanogenMod. If you are using MIUI, you should check out these themes.
CyanogenMod offers ability to use custom themes apart from the default Holo theme you get with it. You can change the themes in Settings > Themes. Here's a list of handpicked themes for CyanogenMod that I use frequently.
LunarUI II
LunarUI is my favorite CyanogenMod theme. It transforms your phone into a beautiful interface with gorgeous toggle buttons in the status bar. The theme is compatible with Android 4.0+ and supports CM9, CM10 and CM10.1 too.
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Infinite
The theme comes in two color schemes, blue and black. The theme comes with beautiful status bar icons for battery, wi-fi and other indicators. It also includes themes for the stock clock widget and the Google Search widget.
Torrid Teal
Torrid Teal is a premium theme designed for HDPI and XHDPI devices. The theme supports CM9, CM10 and CM10.1. You need to restart your phone once you install the theme.
Mianogen
Mianogen is a clean and simple Google Now inspired theme for CyanogenMod. The theme changes the wallpaper, status bar icons and app icons. The theme is compatible with CM9, CM10 and CM10.1 and supports HDPI and xHDPI devices.
MIUI v4
This free theme turns your CyanogenMod ROM into MIUI. It is very simple theme which includes MIUI icons and status bar.