I would highly recommend using Prometheus if you're just starting the project - at this point you would need to have a very specific reason to use the classic versions. There are thousands of reasons to go with Prometheus given the choice between the two.
In regard to setting the theme dynamically, that isn't really related to Telerik as it is a Microsoft ASP.NET framework feature. What you are trying to do can be easily done, however, in the Page_Init code for your aspx page - a Master page doesn't have a Page_Init method. It's easy to do:
Page.Theme = "Default" or Page.Theme = "YourThemeName"
I would suggest storing the user's preferred theme in the Profile for that person. For an example of this check out www.mycal.ca
and create an account so you can see the theme selection in action. This application stores the name of the user's theme in the profile, so in the Page_Init the code looks like this:
Page.Theme = Profile.Theme
There is a RadComboBox in the bottom right of the page with all the Theme options, so the Page_Init also sets the currently selected Theme at the same time:
rcbTheme.SelectedValue = Profile.Theme
The RadComboBox has a SelectedIndexChanged event that fires when the user selects a different theme, and the reloads the current page, which can be done like so:
Profile.Theme = rcbTheme.SelectedValue
Hope that helps,