Mockups are fine, as long as you already know the labyrinth of limitations and special cases within the GUI. For example, many widgets consist of stuff at both ends with a fill in the middle. If you don't realize that this fill resource is going to be tiled across the widget, then you could easily design something that isn't actually possible to create in ThemePark.
Even though it might seem daunting to create a new theme in TP and instantly be inundated with the quadrillion resources that make up the OS, this really is the place to begin. Start simple. Pick one widget and work only on it. Copy the Aqua resources of that widget into your favorite image editor and let their sizes guide what you create (later, you can start experimenting with which resources can be resized without causing UI disaster!). Preview often. Let each new widget be a success (or failure, we learn from making mistakes) and forget the fact that there are so many other widgets waiting to be created!
Widgets to ignore until you have a little experience under your belt: progress bars and popup buttons. Widgets to explore for instant gratification: menubar & menus.
Learn to have fun with the minutia of creating the widgets, instead of only thinking of grand schemes; otherwise you will end up becoming discouraged. ThemePark isn't hard, it's just time-consuming!!!
Eventually, of course, you will design a total theme; and then mockups are invaluable. It's very easy to get so caught up in creating individual widgets that you don't realize that the theme you end up with doesn't look all that great! Let your mockup become an ever-evolving template that aids you in keeping your artistic vision pure.
Creating themes is a fascinating blend of pure artistic talent and mind-numbing repetitive grunt work.
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