Answer: no, it is not. In general, you are on the right track. Use jQuery classes, they are for some reason! However, do not change them. If you need to improve the look, add your own custom classes or identifiers, this way you wonβt create css default mess and break the jQuery Plug. See the links below for more information.
Keep in mind that if you plan on using JQuery UI as the basis, you will need to worry about backward compatibility issues if JQuery changes / updates its own CSS files, this is another reason why any custom style you make should be made using your own jQuery's support classes.
http://docs.jquery.com/UI/Theming/API - Refer to this webpage to find out where and how to apply jQuery default classes.
http://www.filamentgroup.com/lab/developer_your_own_jquery_themeroller_ready_components/ - This is a bit outdated, but contains useful information on how to compile custom classes using jQuery
http://www.filamentgroup.com/lab/styling_buttons_and_toolbars_with_the_jquery_ui_css_framework/ - In this article you will learn more about buttons, note that it is more relevant than the previous one, but both of them are valuable for conceptualizing your idea.
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