Customize GDM Login Screen, Plymouth Boot Splash and Grub2 Boot Menu

You want to modify the appearance of your system beyond the borders of your own desktop? No problem, it's quite easy to do so, depending on how much you want to customize it.

GDM Login Screen

It's currently not possible to set a special look to the login screen as it was in earlier releases of Ubuntu. But you can change all the settings you know from your own "Appearance" dialog (except from those in the "Visual Effects" tab included in releases up to Ubuntu 10.10).

These include:

Theme
Background
Icons
Fonts

Copy "/usr/share/applications/gnome-appearance-properties.desktop" into "/usr/share/gdm/autostart/LoginWindow":

sudo cp /usr/share/applications/gnome-appearance-properties.desktop /usr/share/gdm/autostart/LoginWindow
Log out.
Change the settings in the upcoming "Appearance" dialog. Make sure to re-select "LoginIcons" in the "Customize" dialog under "Themes".
Log back in.
Remove the file again:

sudo unlink /usr/share/gdm/autostart/LoginWindow/gnome-appearance-properties.desktop

If you want to change the Desktop, Login Screen and Lock Screen backgrounds in Gnome all at once through a simple GUI, please see here:
http://www.tuxgarage.com/2011/08/changing-desktop-login-lock-backgrounds.html

Plymouth Boot Splash

To change the boot splash, just go to gnome-look.org, choose one of the few splash themes and follow its included instructions, my favorite is this one:
http://gnome-look.org/content/show.php/Ubuntu+sunrise+plymouth?content=129696

There is also a very popular one in the official repos, called "Solar", package "plymouth-theme-solar".

To apply the theme after its installation, run these commands and choose the theme in between:

sudo update-alternatives --config default.plymouth
sudo update-initramfs -u