I wasn't happy with the inability to theme GDM in Ubuntu 9.10, either. I installed KDM, which can still be themed. I use it as my default display manager. Using both Gnome and KDE, I have to enter the password for the keyring each time I sign into a Gnome session, whereas I don't have to with KDE.
In KDE, you can use the KDE Network Management module. This is found in the KDE control panel ("Settings\System Settings"). Clicking on the "Network Settings" icon will give you access to the Network Connections Management module. This module should also be found on your taskbar\panel in KDE. When connected via cat5, the icon resembles a network wall jack with a cable plugged in. If you put your mouse pointer over this icon it will display the status of your network connectivity. Left-clicking will show a list of available wireless networks, as well as choices for managing connections.