I recommend that you go to Tools -> Options and look through it all, and read what each setting does if there is a tooltip. It will help you a lot later on when you know that the stuff is in there. For Theater View skins the most obvious place to look would be under Theater View
I WOULD like to be able to set Theater View skins from the normal skin selection menu as well. It's pretty annoying that it's the only skin you can't change there.
If you're thinking of user made skins you can follow the link Skins and Plugins link on the forum menu.