one thing to look out for is if you're on the at&t theme, your background picture will never be the entire screen as at&t managed to lock down the top banner and a strip across the bottom. many of the other themes allow you to have your picture across the entire screen...
also, if the picture you're using isn't formatted to fit the entire width of the screen, you can resize the picture (use a photo editting program). Resize it so the ratio is 1.333:1 (e.g. 400 x 300).
There is also a Crackberry member who will resize it for you. Do a search for a thread titled "oferring my services". Then just PM him and he will do ot that day. It is really neat.
Posted from my CrackBerry at wapforums.crackberry.com