One of my favorite modular lightboxes: PrettyPhoto
I redesigned a lot of the core BP components so it’d be hard for me to give a step-by-step. I’ve setup several different header / footer files using BP’s Conditional Tags.
The bets tip that I can give you is to just color outside the line. I started out by designing a wordpress template and after installing BP, I brought each directory from the default BP parent theme structure one by one and went from there. I went over every single style in the CSS file and modified each one to match the look of my theme.