You can change your theming without redeploying your app. When you deploy your app mendix will copy your theming files from your zip to this location $yourdeploymentlocation$\deployment\web\
After deployment, you can easily change your html and css files in this folder. Try to change your css and hit F5 in your browser. This way you can quickly change your theming. After you're ready, you have to copy the files, which you just changed in the deployment\web folder, into your theming zip.
The next time you deploy, Mendix will use your new theming files from your theming zip and copy those in your deployment folder.
So keep in mind: after deploying your app, you can make quickly adjustments in your theming in the deployment\web folder. Just copy the changed files in to your theming.zip, before you RE-DEPLOY your app. The first was very confusing for me, but know I know the correct way of editing the mendix theming, it works like a charm.
You can make changes to the css file in the deployment/web directory of your application, then just refresh the web page. After you are happy with your changes you need to copy the amended css file out of this location as it will be overwritten the next time you redeploy.
This technique is useful for testing css changes between deployments. You can also make changes using firebug/Firefox directly to the page being displayed.