Theme is very important to me. I won't buy a pin and dedicate the space for it in home if I don't like the theme.
That being said I won't buy a pin just because it's a theme I really like (I just cant justify the space for X-Files, just can't!).
I havent seen a pin I absolutely must have but hate the theme on. If I don't like the theme, I just pass and wait on a theme I can get into for NIB or just go on the hunt for a pin that I want which also has a theme that I like.
Also if its a theme that I like, it makes the game more fun to me even if its not the best gameplay around (like SST which I wouldnt like nearly as much if it were a theme I didnt like).
The exception to my theme rule would be pretty much all EMs. If I were to buy an EM I would just go for the best gameplay ones. I don't own one EM and if were to get one, it would just be to have one to represent that era of pinball in the gameroom not specifically for gameplay. But again pin space is valuable and I probably wont dedicate the space for one.