Steps to create skin files and use on asp.net
<pages validaterequest="false" stylesheettheme="MyTheme"></pages>
You can also apply the specific themes for pages of specific folder. To do so you have to create web.config on the folder level and override the theme configuration from the web.config of the root. Also you can specifiy theme on page level as well.
This tutorial explains how to entirely cache the gridview using asp.net cache object by overriding the gridview.
Caching should be implemented to improve web site performance. This article en-lights on how to use asp.net built in cache api for faster site loading to lots of users simultaneously.