Sorry if I am missing something that's already there...but one tiny thing I would like to see regarding themes, is simply for the current theme (or the last theme file you selected) to be highlighted somehow on the 'browse theme files' menu.
Clearly, if you've changed something about it by selecting a different font or something then no current theme would be highlighted, but personally I just stick to pre-prepared themes (love that aspect of rockbox) and it would be easier to remember which theme was which if you could easily see which theme you are currently using. Plus I wouldn't think 'what does that one look like?' only to find its the same theme I'm already using.