You mentioned Ubuntu VM. Try "Sun Virtualbox". Then all you need is an Ubuntu ISO and you can do whatever you like in a bunch of different OS's. Extremely simple, fast, and easy. ^_^
Yes, I've got no problems getting the tools. It's more like getting the gall to do so. Right now I have a complete GTK+ icon set, a WindowMaker theme, and a colour scheme for the Redmond (Win9x-ish) engine. I'm pretty darn happy with it, and a little wary of what remains to be themed in Gnome, so there's your standstill.