Out of the box, Apple's Keynote is a gem. The app is intuitive and, like many Apple products, strikes a nice and delicate balance between ease-of-use for novice users and functionality for more advanced power users. While Keynote offers a nice set of built-in themes, there may be times when you want a more customized look -- be it a different resolution, font, background or element or graphic.
To begin, choose an existing theme. Here, I'm choosing to use the default "White" Keynote theme. Then, you'll want to modify the master slides, which is accessible by pulling down the divider adjacent to the "Slides" viewer, or by clicking "View" and selecting "Show Master Slides."
While modifying fonts is relatively straightforward, other things aren't as apparent -- such as changing the background of a slide. Doing this requires you to click on "Inspector" and choosing the "Master Slide Inspector" pane within it. There, you can change the slide's background to any color, gradient, image fill, and tinted image fill. The inspector is also the home to other goodies that can help you fine tune your template even more, such as changing the resolution size.
After you're done creating your template, make sure you click on the "Save Theme" option instead of "Save" or "Save As," as the latter two will result in your file being saved as a Keynote document rather than a theme. The path for your personalized created Keynote theme is ~/Library/Application Support/iWork/Keynote/Themes, while Keynote's default themes are hidden deep within the app. Getting to it requires you to click right-click on the Keynote icon in the Applications folder and selecting "show package contents," where they'll be listed under /Resources/Themes.
After you've saved your newly created theme, it will be shown in Keynote's theme chooser. But if you find the theme chooser annoying, and would like to have the theme you created as the default theme displayed when creating a new document, you could do that as well via a change in Keynote's preferences.