If your just cooking a rom, then you'll be fine. The locked bootloader wont hinder your efforts. Just go to the ATR guide and check out the roms available and see what they're missing so you can add new things to make your rom different. There's plenty of mods and tweaks out there, just don't over do it.
Whenever you're stuck and need help don't hesitate to ask.
If your just making some theme changes, then perhaps you should consider doing a theme. This way it would be easy for everyone to install your theme and they will appreciate it more that your not making them install a rom just for a theme.
Once you're done, flash your product on your device and test. If all is well, post it proudly. lol
Off the top of my head, here's some tools you will need to setup your dev environment...
---Decent spec PC
---SDK
---JDK
---dsixda kitchen
---Gimp or Photoshop
---apktool
---notepad++
---ImageMagick (I use it in terminal for batch)
There's many tutorials out there for all these tools. With all these tools, you can definitely cook up a sweet rom.
Personally I setup on linux, it's a much more robust OS for deving, but windows & mac will do just fine.
Hope this helps.