As you've already seen, jQuery Mobile is very user-friendly and pleasing to the eye. It uses rounded corners, subtle gradients, and drop shadows to make elements stand out from their surroundings, and other tricks that graphic designers have been using for years in print. But on the Web, these effects were only possible with the use of images, or complicated and poorly supported plugins and applets.
With the advent of Web 2.0 and CSS3, all of these options have been made available to us, layman web developers. Just remember that with great power comes great responsibility. jQuery Mobile operates on the principle of progressive enhancement. A tricky phrase, but it just means that you should develop for the lowest common denominator and offer enhancements for browsers that understand it.
Lucky for us, these stylistic additions are almost purely cosmetic. If a browser doesn't understand the border-radius declaration, then it will simply display squared...