I've tried most of the Philips GoGear themes, but plenty don't work. Granted, I managed to get a really slick, minimalist thing going with mine (and I do like it) but I don't know why some of them just don't read.
If a theme doesn't work, mention it on here, and maybe give more detail as to what the problem is.
I made some of those themes, but I have no player of that resolution so can only test on the emulator.
One possible reason why a theme might not work is that you haven't installed the required fonts. If the AGP player has a 'font pack' (I only know the ipod case, but the font pack is essential there for many themes), make sure you have installed it.
Alternatively, if it's something else, maybe there's something the non-working themes have in common that the working ones do not, so saying which is which might give a clue.