To my knowledge you can only change the background color of the whole thing or individual <option>s.
You can also change the font (including size face color) on the whole thing or for each individual color.
Oh and you can change the width and height. As well as using clipping and stuff.
As for a page I haven't seen on but this page almost counts if you like ripping apart source code! It is a neat trick I think
I pulled it apart and made my own it looked cool.