SharePoint Designer is now available as a free download from Microsoft.
SharePoint Designer can be used to customise SharePoint sites. I recorded a two minute webcast on how to use it to apply the sample themes which you can view here.
Please note that if you are using SharePoint Online (part of BPOS,) there are some customisation capabilities that are not supported in the current version of SharePoint Online, primarily the use of code in workflows or forms, or modifications that require deployment and configuration on the server (for example, security policies, web.config changes, etc.) or that require changes to the database schema.