As others have said, if you apply your customisations correctly then you shouldn't have any problems.
These days most decent third party styles come with detailed step-by-step instructions, so just make sure you follow them explicitly, or avoid them if documentation is poor. Take the time to properly research the theme you are interested in, and any issues others have experienced. If you install a custom style, and it involves changing any system files such as imageres.dll, always, always, reboot after each individual change.
When installing certain Windows updates, you find you either can't, or when rebooting you find the default Logon screen and/or Start Orb has been returned to the system default. I've come across this scenario a number of times and suggest the best practice is to return the aforementioned to their defaults, before applying any major updates or patches. Then after you have rebooted, apply your custom choices again...
