Themes are useful to customize the appearance of the document. Visio goes a step further and allows to customize the themes themselves.
Themes come with variants that can be further customized as needed. Theme variants can be accessed from the Variants section in the Design tab. You can use the stock variants or click the dropdown menu to customize many other aspects.
In the Colors menu, you will find that there many color combinations to choose from.
The Effects menu shows some of the effects that can be applied onto the selected shape.
You can also choose from a range of connectors.