How to theming and deploy custom blocks which created in admin UI?
You can add custom classes or id's to your blocks. If you don't feel to code it yourself your best bet would be to use the Block class module, and perhaps also along with the Block Class Styles module which provides custom templates for your blocks.

--update--

The new version (7.x-2.0) of Block Class module has just changed it database structure, removed the block_class table and add a field css_class into block table. The current version of Block Class Styles module work well with Block Class 7.x-1.2.