How to change GDM theme without extra tools

 An easy way to change GDM's theme is putting gnome-appearance-properties.desktop as an autostart app:

sudo cp /usr/share/applications/gnome-appearance-properties.desktop /usr/share/gdm/autostart/LoginWindow/

After this move to System > Close session > Change user.

Select a new theme. Log in again and remove gnome-appearance-properties from autostart apps:

sudo rm /usr/share/gdm/autostart/LoginWindow/gnome-appearance-properties.desktop

Good luck.