Here in ClieSource.com (under the "Skins" section to the left) and at PocketPhile.com
One word of caution. The new 2.x version of ZLauncher CAN NOT use earlier themes. So when you download a new theme (also known as a "skin") make sure it says it is 2.0 or above compatible or else it just won't work. Then visit http://www.LaunchPlug.com/Tips_ZL.html
for the steps to use the Theme Manager.