Change default jQuery UI theme in yours Drupal theme

Put your custom jquery ui stylesheet in a template directory and add following code to the template.php file.

/**
* @file template.php
*/ 
function MYTHEME_css_alter(&$css) {
  if (isset($css['misc/ui/jquery.ui.theme.css'])) {
    $css['misc/ui/jquery.ui.theme.css']['data'] = drupal_get_path('theme', 'MYTHEME') . '/jquery.ui.theme.css';
  }
}