Interesting post. If you are looking for amazing theme in action--go Peter S. Beagle. Specifically "A Fine and Private Place," though "The Last Unicorn" will work. His characters and the course of the book craft such beautiful themes that you don't even realize until the end of the book.
I don't realize my themes generally till the end of the book. The first draft, anyway. I create as in depth characters as possible before the book even starts, so I am in no doubt of how they will respond to each other and the events I have put before them, but it isn't until often the very last line of the first draft that I realize what I just wrote an entire novel about. Don't sweat theme until you've at least pushed through the first draft and realized what the heck you are actually writing about.
I don't realize my themes generally till the end of the book. The first draft, anyway. I create as in depth characters as possible before the book even starts, so I am in no doubt of how they will respond to each other and the events I have put before them, but it isn't until often the very last line of the first draft that I realize what I just wrote an entire novel about. Don't sweat theme until you've at least pushed through the first draft and realized what the heck you are actually writing about.