Go to profile, then "look and layout." At the top of the screen it will say "theme," click it to change.
The three options are "babylon, classic, and smf default."
In my opinion, the babylon one looks better than the default one. But you can get attractive skins and new versions. They can be downloaded or created.
What a skin does is changes the interface which you use to view the data on the forum. And I think this is important from a marketing perspective. I switched mine to babylon on my account.