I wish I knew the exact answer to your queston.  :)

However, some thoughts on the general idea...

As far as doing something vector-based, it seems to me that you could  
instead of using a Bitmap, use a Metafile which is essentially a  
vector-based thing.  Or for that matter, I suppose you could override the  
OnPaint() method and just always draw what you want.  As far as drawing  
the kinds of things you're talking about goes, I have not played with it  
yet, but I seem to recall a variety of "fancy" drawing commands from GDI+,  
which I think is supported from .NET.

Also, I haven't had a chance to try to learn about the whole  
"VisualStyles" stuff, but it sure seems to me that this is exactly what  
they exist for.  To provide alternate visual styles for your controls.  I  
could be wrong, but perhaps if you look into that section of the .NET  
Framework classes, there will be some guidance as to how to customize the  
visual style of your control.

Well, you can include a bitmap as a resource in the application, which you  
can then use to create a Bitmap instance using the Bitmap.FromResource()  
method.  It would be a little harder to create a Metafile instance from a  
resource, but I believe you could do it by storing the metafile saved as a  
file in the resources as a plain binary resource, then use that to create  
a MemoryStream, then use that with Metafile.FromStream() to create the  
metafile instance.  If there's some other "image" you're thinking of that  
you want to store in the application, you should probably elaborate on  
that.  Other than bitmaps and metafiles, the only other thing that comes  
to mind is icons, and I don't think they are all that applicable here.

Pete