How can I set the Mac OS X screensaver when not logged in?
The screensaver for the login screen is the one set for the root (i.e. system) user account. To launch System Preferences as root, use sudo; a Terminal window run:

sudo /Applications/System\ Preferences.app/Contents/MacOS/System\ Preferences


Then you can change the screensaver settings as you normally would. Note that in order to use sudo, you needs to be an admin user.