Is there any way to change a theme after you have created a new layout?

Not overall, AFAIK. But you can select a layout part and change its color/fill by using the toolbar on the left, below the paint can, in Layout Mode.

I haven't found a way to change the theme after creating a layout either, which makes the whole theme thing a little pointless, IMHO. I mean, if I can't change the look and feel as I go, why use a theme in the first place?

However, what you CAN do is create a few global container fields (I called mine _g_bgheader, _g_bgbody, and _g_bgfooter), and store images to use as backgrounds for these parts. Then, put your backgrounds in your layouts and send them to the back. Set the fields to stretch your graphic to fill the frame. By using a simple color block image in the global, you will get the same colored result. Once in place, you can change the colors of the application simply by changing the images in the globals. Pasting your images into the container field changes the backgrounds.

You can use a paint program to create any range of colors you want to use--you can even use images, although as backgrounds, it can get pretty funky.

Another benefit of using backgrounds is that you can quickly set the size of your window to fit around your layout using the Adjust Window[Resize to Fit] script step, and because you've got those images there, the screen fits nicely around your layout.

Setup for this is a little tiresome, but I created a couple of template layouts with my backgrounds on them (among other elements) and just cut and pasted them into all my layouts. I created a template for each general layout type I have.

The payoff is when you show your client how they can change the look of their software in a couple of quick steps!

If you know how to write XSL for Themes, which are XML files, then you could do much more with them. Situation doesnt seem so limited.