You can go through Cydia, and find custom ones made by other people, or you can even have an MP4 video clip playing in the background with vWallpaper. Also, you can just have your own pictures.
I don't know how to put on your own, but I know it IS possible. The only advice I can give you is to search on youtube, like "Jailbroken iPod touch custom themes" or something like that. I've seen videos of people showing off the ones they made.