ROX-Filer lets you choose an icon theme from a menu in Types section of the Options box, allowing you to theme all your icons at once. There is a freedesktop.org standard for icon naming, which should allow us to share themes:
However, we still cannot share themes (although this has improved with recent Filer versions) because the icon names are inconsistent (we implemented one version of the spec, but it changed again).
It seems that there is now a (conflicting) freedesktop.org icon naming specification too.