In the past, when I wished to style vBulletin exactly how my Joomla site was styled, I would simple view the source code of the Joomla site, rip out the header and footer html/css and pop it into the header/footer file of vBulletin. I'll then strip out extraneous links, code and tweak the css to not conflict.
It's not very elegant in regards to not having dynamic menus, but it get's the job done. I don't change menus much after the fact anyhow.
Is this same method possible with XF, or something similar? I've looked over the code from a few of the themes here and it appears most of the code is stored in the DB. On the demo I setup, I wasn't able to quickly see how to do this little hack.
Xen has me excited. It's quite nice looking.