Hi Adrian Loughman,
RadControls for Winforms introduces a very different approach to painting, much different than most of the standard WindowsForms controls. This allows for rich UI through theming and full control over each bit of UI you can see in a control. Unfortunately, since the toolbox controls are mostly wrappers of win32 controls, they do not support the level of customization (and painting) RadControls do. That is why it is currently not possible to use RadCotnrols' theming mechanism for styling the standard control set. Instead you can use the corresponding substitutes from RadControls suite and/or build very easily your own custom RadControls that match functionality you need and style them as you need. We can help you with this task, if needed.
As to automatic applying a theme on form/application level, we are considering this feature for Q3, due in December. This is possible now, but with a bit of coding. Please, check our examples which demonstrate the approach.
the Telerik team