How to create custom theme a view
When you're not satisfied with the existing view modes you could create your own using either your own tiny plugin (see ready code) or use Display Suite. The new view mode will appear in Views UI for selecting.

I'd recommend however the true theming technique by using Views and fields. There you have more flexibility and control over the markup. You can do many things using Views UI (such as turning off the wrapper markup, linking a field to its content, overwriting some attributes, etc.) When you find out you cannot do something in Views UI this might be a reason for using a .tpl.php file at one of the output levels - in your case the style or row variants would be your friends)

It's recommendable that you watch some Views tutorials, such as NodeOne's Taming the Beast series or by Mustardseed Media (even if for Views 2 only) to get the idea how to tailor Views output to your needs.

Hope this helps.