So, don’t get me wrong. Jquery Mobile is awesome! But there is a time and place for every thing. When is a time for jQuery Mobile you may ask? The time is when you really want an out of the box solution. When the client is happy with slapping a header on the site and you are good to go. When is not a good time? When you want to create a custom mobile web site. Trying to customize jQuery Mobile is like herding greased-up monkeys in a snow storm. It is not fun, and you will feel the pain.
My best advice for a custom mobile site is: go about it in layers. First build a static mobile site that has some very simple functionality. You know the type — it goes from page to page, the layout changes slightly in portrait versus landscape mode, the browser bar gets hidden. AFTER, and only after this functionality is complete should you try to add a bunch of whiz-bang javascript ajax-based transitions and other non-crucial functionality that tries to mimic a native app. Otherwise you will just be building a pile of flaming poo.