The most popular look-and-feel customization going is customizing the text on the various pages. Almost all organizations need to change the generic This site is intended for authorized users only disclaimer with something more specific, and many also want to add custom info or instructions to that page. The various error messages that UAG spits out are also frequently changed too. Again there's nothing to prevent you from editing some of the ASP files directly to change the text shown, but as already mentioned it's a much safer bet to stick to the road and avoid supportability headaches.
The text we see is generated by ASP, but this text is actually called from a central XML file, which makes customizing the various verbiages seen throughout a very easy task. Texts that pertain to the admin pages are stored in<UAG Path>/Von/InternalSite/Languages/en-US.xml
, and texts that pertain to the portal itself are under<UAG Path>/Von/PortalHomePage/Data/Languages/en-US...