To change the default style: In Admin > Appearance > Styles, click in the circle to the left of "Templates" of one of your installed styles. Now you should see a tick, which means this is now your default style.
To enable or disable a style from selection: In Admin > Appearance > Styles, click the slider icon next to the name to enable/disable it. Note that administrators can choose any installed style, even if it is disabled.
While XenForo ships with a stylish and modern appearance, there will always be sites that need their forum to match the style of their existing material and theme, and will need to modify XenForo to fit in.