You can now find elementary tweaks in System Settings.
To get more themes to use in elementary OS you need to do following that will make two folders in your home directory. One for your themes and one for your icons:
mkdir -p .themes
mkdir -p .icons
The two folders are hidden, so you need to right click in your file-browser and select Show Hidden Files.
Next thing is to head over to www.gnome-look.org and download a theme and some icons. The icons section is here and the theme section is here. Unpack the icons to the .icons folder and unpack the theme to the .themes.
When it’s done go to System Settings and click Tweak.