GTK Theming

If you use a Desktop Environment, it's likely that it provides a tool for changing the GTK theme, without needing a configuration file, and providing the ability to apply themes immediately without restarting applications.

Alternatively, you can use third-party GUI tools such as lxappearance, gtk-theme-switch or gtk-chtheme which just write to the configuration files.

Otherwise, you can manually edit the configuration files yourself. For GTK+ 2.x, it is ~/.gtkrc-2.0, ~ being your home directory. For system-wide configuration, /etc/gtkrc.

gtk-font-name="Arimo 9"
gtk-theme-name="Adwaita"
gtk-icon-theme-name="Faenza"

For GTK+ 3.x, the file is located at ~/.config/gtk-3.0/settings.ini or /etc/gtk-3.0/settings.ini. The syntax differs a little:

[Settings] 
gtk-font-name=Arimo 9
gtk-theme-name=Adwaita
gtk-icon-theme-name=Faenza