So if I've done the OTA 2.2 update. I can use the 2.2 sbf if I wanna switch to a different theme. What state will the 2.2 sbf leave my phone?
Do I have to reroot and redeox?
Nope, not really what it is for, that is for recovering from a major boo-boo... and currently the custom fbs is made from 2.3.13, which is one step back from the Official OTA 2.3.15. Probably not any real difference, but the only people that really know that for sure is Moto, and they ain't talk'n...any other opinions (including mine) are just pure speculation.
The best way to get back to stock OTA if you want to after flashing a Theme or ROM is to make a PURE CLEAN NANDROID BACKUP of the Stock OTA NOW...before you do anything else!
Then you can always go back to the "beginning" when you want to start over...and still have the proper matched complete OTA software in unmolested condition (other than Root of course

.
I prefer to do 2 versions.
Version 1:
Install update on completely wiped phone.
Root said Phone.
In the case of the DX , install DX Bootstrapper.
Boot into recovery and make full Nandroid Backup, optionally you can install Rom Manager and do the backup that way too since it is easier to give it a proper name at that time. i.e "VirginOTA2315update09-22". Even with just using recovery you can back in with a File Manager and rename the backup so it will stand out later.
ALSO, mount your SDcard and copy that backup on to your PC or to a cloud you trust for safe keeping in case of an SD card failure or accidental formatting, etc. Trust me, I have lost SD card data on a Droid 1 just by pulling out the USB from the PC before properly unmounting it one time.
Version 2:
Same as above, but install and configure all my Market apps, settings, etc first, then do the backup. Name it something you will remember later OTA2315myDATA09-22 or whatever.
Then and only then should you start messing with Themes, Mods and ROMs.
PLUS, when the next OTA update arrives... you can drag that "Virgin" out screaming, uninstall BootStrapper (properly) and easily get the new OTA update without a glitch. no muss, no fuss.