Adding features to Roms?

Alright, I'm quite interested in building custom roms (I'm ready for the requisite "That's difficult you can't do it" type thing, however I can't learn unless you tell me what's up). Lets say I downloaded AOSP and I wanted say add the Cyanogen Theme Engine, or some feature from some random ROM, how would I do that? Git, Right? Probably, but how would I know what part to download? And once I do download it how would I implement it into AOSP? Also, is there a place where different ROM pieces are kept that I can download and add to my ROM?

I apologize for lack of terminology.