In this article Vincent Leung demonstrates how to build custom template for Silverlight 3 TabControl.
To change a look of Silverlight controls the way that you want it to, you can style it by modifying default template of the control. Silverlight controls have XAML based templates that can easily be changed and saved as new template. You can change the look for entire control without writing any line of code in C#. It can be done completely in XAML. However if you want to do minor modifications to the look of control such as change background color or default font you can do it directly in XAML without need to change default template of the control.