Change class on the div wrapper of a form element
You can override theme_form_element() normally if you want to change the theming globally. If you're interested in modifying just one specific form element then I'm aware of a couple of choices.


You can register a new theme function for the particular type of form element you're interested in (eg. textfield). You then create this theme function (based on the original, eg. theme_textfield()) but that doesn't call theme('form_element', ...) at the end (you could either handle both the wrapper and the element in the one theme function, or you could make a separate wrapper theme function and use that). Finally you add a #theme property to a particular form element, and that element will get your custom theming.
You can create a template file called form_element.tpl.php which just has the default behaviour of theme_form_element() and then use hook_preprocess_form_element() to add a template suggestion. Then you create the new template that matches the suggestion. You often hear people mentioning that templates are slightly slower than functions, and for such a frequently used theme call I can imagine people balking at using a template. I've never done any measurements for this myself however. Also, you need to have enough context at the preprocess stage to be able to make the suggestion.