You could create your own image icon sprites for the existing icon classes, but there's currently no way in ThemeRoller (or otherwise, provided by jQuery UI) to customize the icons.
I think it would be cool to create the icons from SVG, then ThemeRolller could generate custom sizes of icons. I started down this route by creating some in Adobe Illustrator. See
http://wiki.jqueryui.com/ThemeRoller-icon-set . Haven't spent any more time on it since. It's far from a trivial task as icon creation, especially at low pixel sizes, involves extremely tricky pixel alignment, cell alignment, stroke width, the list goes one. For now, it's just an idea.
I saw an interesting icon set lately that might make a good starting point for this:
http://iconsweets2.com/
