This all depends on how you want your controls to look. If you do not want all of your buttons to have the same theme, then you should be setting them explicitly. If you want all of your controls to have the same look, then you should consider having implicit styles that targets the controls.
Click here for our online documentation topic that discusses setting implicit styles. Click here for our online documentation topic that discusses setting explicit styles. In the two links I provided for you, there are explanations as to which type of Style you should be adding to your controls. This should help you decide as to how to Style your application.
Developer in Technical Support
Xceed - Multi-talented components - http://xceed.com