What do is a good program to use for designing the graphics for themes. I've used photoshop lots, but is there anything cheaper that works as well? Hopefully something for mac too?

You could try The GIMP. It's free. There's also GIMPShop which uses GIMP but has the layout like Photoshop...

I do have to say I like Photoshop a lot better though.

Macromedia (now Adobe) Fireworks is what I use for all design comps and layouts. It's got great vector tools in addition to the standard graphics stuff; so you get to work with fluid lines, but you get to see the pixels. Pretty nice.

There's a 30-day fully-functional trial on their web site if you want to try it. It's expensive after that though...