I sometimes use two different Desktop Environments like Unity and Gnome Shell (comparing, testing, creating screenshots, etc.) but Unity looks bad using Adwaita theme, which is the same with Gnome Shell and Ambiance theme. Changing every time is quite a hassle and sometimes (but now less frequent than before) it crashes (I'm using Oneiric).
You can try creating a script which you set to execute at each starts where you recognize which DE you are using and switch the theme in base of what you are running
Building upon the previous answers:
For 12.04 and 12.10
Add this script to