Setting the default theme in Wine can make things look truly slick.  Observe superm1's post in this thread: http://ubuntuforums.org/showthread.php?t=206366

The Human theme linked there seems ideal for integration, but Wine's theme support isn't stable enough to default to it. Another quite effective change is to make wine's colours match the Human theme. This is of course stable and doesn't have any speed penalty. The following colours achieve this quite well (circa edgy):

ubuntucolours.reg (import via regedit or paste colours in ~/.wine/user.reg . Change [HKEY_CURRENT_USER\Control Panel\Colors] into [Control Panel\\Colors] if you paste it)
{{{
Windows Registry Editor Version 5.00

[HKEY_CURRENT_USER\Control Panel\Colors]
"ActiveBorder"="239 235 231"
"ActiveTitle"="210 141 70"
"AppWorkSpace"="177 170 163"
"Background"="0 0 0"
"ButtonAlternateFace"="181 181 181"
"ButtonDkShadow"="115 106 96"
"ButtonFace"="239 235 231"
"ButtonHilight"="253 250 248"
"ButtonLight"="239 235 231"
"ButtonShadow"="179 175 171"
"ButtonText"="0 0 0"
"GrayText"="179 175 171"
"Hilight"="248 206 140"
"HilightText"="0 0 0"
"InactiveBorder"="239 235 231"
"InactiveTitle"="239 235 231"
"InactiveTitleText"="60 60 59"
"InfoText"="0 0 0"
"InfoWindow"="239 235 231"
"Menu"="239 235 231"
"MenuBar"="239 235 231"
"MenuHilight"="248 245 242"
"MenuText"="0 0 0"
"Scrollbar"="203 193 183"
"TitleText"="255 255 255"
"Window"="255 255 255"
"WindowFrame"="0 0 0"
"WindowText"="0 0 0"
}}}

[ReeceDunn]: I have some patches sent to wine-patches that make it possible to import a human.theme file. As of 12 Feb 2008, only some of those patches have been applied.

[ReeceDunn]: The remaining patches are now in, as of wine 0.9.59 (mentioned as fixed in the 0.9.60 release notes).

The human.theme file that does the same thing as the colour registry file above, but more cleanly, is:
{{{
[Theme]
DisplayName="Ubuntu Human"

[Control Panel\Colors]
ActiveBorder=239 235 231
ActiveTitle=210 141 70
AppWorkspace=177 170 163
Background=0 0 0
ButtonAlternateFace=181 181 181
ButtonDkShadow=115 106 96
ButtonFace=239 235 231
ButtonHilight=253 250 248
ButtonLight=239 235 231
ButtonShadow=179 175 171
ButtonText=0 0 0
GradientActiveTitle=210 141 70
GradientInactiveTitle=239 235 231
GrayText=179 175 171
Hilight=248 206 140
HilightText=0 0 0
HotTrackingColor=253 250 248
InactiveBorder=239 235 231
InactiveTitle=239 235 231
InactiveTitleText=60 60 59
InfoText=0 0 0
InfoWindow=239 235 231
Menu=239 235 231
MenuBar=239 235 231
MenuHilight=248 245 242
MenuText=0 0 0
Scrollbar=203 193 183
TitleText=255 255 255
Window=255 255 255
WindowFrame=0 0 0
WindowText=0 0 0
}}}

Mostly working script to scrape GTK's colors and use them in Wine: http://www.endolith.com/wordpress/2008/08/03/wine-colors/