As far as textbox borders go, they don't come with an option for border color and size, but what you can do is put a borderless text box inside another control and use that control as the border. For example, put a text box inside a panel with a two pixel margin around the text box and set the panel backcolor to red. Bingo, two-pixel red border. This is kind of a hack, though.
For the forms, what do you want to do? Change the color? Or replace all the graphics? If you want to do the latter, you need to draw your own graphics, of course. Set the form's border style to none and display your own graphics in whatever way makes sense. Make it the BackgroundImage or draw it yourself in the Paint event or override OnPaint. Then the fun stuff: you have to implement your own window dragging, resizing, caption buttons, etc.