In Beowulf XFCE it goes like this. First the boot screen. At the end of /etc/default/grub is GRUB_THEME=/usr/share/desktop-base/grub-themes/desktop-grub-theme/theme.txt. Modify that theme.txt file or just comment that line out in grub and let everything go default. sudo update-grub. Next the login screen. In the /etc/lightdm/lightdm-gtk-greeter.conf file, look for [greeter] background=/usr/share/images/desktop-base/whatever-you-have-here and modify that to whatever you want your wallpaper to be. The rest is Settings > Appearance and Settings > Window Manager or however MATE handles that to select your colors and themes.

I haven't discovered how to order the shutdown so that the login screen doesn't show.