All the various things that you can create to use with any of the Stardock customizing programs would basically need some sort of graphics program like Photoshop or PaintShop Pro to build your graphics. The different help files, guides and tutorials that can be found will tell you some basics as to type of graphics files and other necessities so that you know what type of graphics you can import and use to create your own skins. Also entering the name of the program such as 'Bootskin' in the search function above will get you threads people have posted here with their different problems getting something to work.
My list for ease of creation...from easiest to hardest....Others will have different opinions on which are harder to make.
1. Boot Screens using Bootskin
2. Logon Screens using LogonStudio
3. Cursors using CursorXP
4. Windowblinds using SkinStudio
5. Icons using IconDeveloper and IconPackager
6. DX Objects and Themes using DesktopX
Best thing to do is to take apart someone else's skin to see what makes it tick. Also using other people's skins will help you get familiar with the different programs. I've been actively using WindowBlinds since last December and am now just building my first useable WB skin (But then again I'm just an old burnt-out backwoods redneck

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Have fun

and use the Skinning Discussion board to ask specific questions about different skinning obstacles and hurdles