Hi,
First I would say the general idea of skinning is to make things look consistent across features not different. However in the case that you want to make a feature style custom, you can easily do it by introdcing new css classes in your feature then use those classes to assign style.
So for eaxmple features should have a panel wrapped around them, this is the opening tag of the panel in the Links module:
<asp:Panel ID="pnlWrapper" runat="server" CssClass="panelwrapper linksmodule">
Notice how you can assign multiple css classes separated by a single white space. So panelwrapper may have the deafult styles for all features but if I want to make the links module have different colors I can override the css settings from .panelwrapper { } in the class .linksmodule { } in the css.
So for example if I want to make the links in the links module have yellow text, I would edit the stylecolors.css file and add an entry like this:
.linksmodule a { color: yellow; }
probably using just this would color text, but to get the links I need the above because color for links is already set elsewhere so we need to select the a elements inside the container with the class linksmodule.
.linksmodule { color: yellow; }
There are many different CSS selector syntax for selecting things to style with css. Learning how to select things is really the key thing to learn in css.
Hope it helps,
Joe