Character backgrounds and themes are a great way to flesh out your character. They provide players with additional motivation to create a compelling back story for their character. This motivation appears in the form of additional class skills, bonuses to those skills and in the case of themes, encounter powers. From a meta-game perspective there isn’t a good reason not to take advantage of these optional elements that are presented during character creation.
By opting in you give your character an edge, simply put you have a more powerful character at your disposal. Beyond the mechanics your character background and theme gives you a role-playing edge. Your choice at character creation reinforces the vision you have for your character. The choice of background and theme gives your back story additional credibility.
In fact you can use the background and theme to either assist you in creating your back story. Playing a Rogue who you envision is down on his luck and from the lower class? The Guttersnipe theme might fit in with your concept and provide you with some additional ideas on how to play your character. Of course backgrounds and themes can assist in supporting a back story you have already created. A character I created a few years ago was inspired by the Beijing Olympics. I was up late at night with my newborn and was watching a lot of gymnastics. I decided I would make a Rogue who aspired not to being an adventurer, but an athlete. In this case the Athlete background is a perfect fit for my character concept.