I haven't personally used Go Launcher (Nova is my preferred launcher) but many of the themes available will work across multiple launchers (Apex is another very popular one). And just to clarify, when you apply a theme to a launcher, it really just changes the icons.
I found the theme's I've tried simply by searching in the Play store (i.e. Nova themes, Nova icons or icon packs--replace Nova with Go in your case) or seeking recommendations via Google search. Also, many developers will make many different themes for a particular launcher(s) so be sure to look at the
More from developer column on the left in the play store when select a particular icon pack.
Regarding
mycolorscreen (love that site BTW), installing those themes is significantly more involved as those are custom designs usually made using a number of different tools/apps (UCCW, Desktop visualizer, Widgetlocker, Zooper Widget Pro or some of the more common apps, along with any number of different launchers) and rely on the developer providing the files used for each app and detailed instructions. In addition, their themes don't usually easily apply to any device due to different display resolutions (i.e. theme designed for Nexus 4 with its specific resolution and accounting for on screen buttons doesn't immediately translate to a Galaxy S3, S4, Note II, HTC One, etc--you get the picture). I've tried applying a few different themes from that site on my HTC One with little success because of this issue (favorite device seems to be Nexus 4), along with the fact that there are always part of the theme I'd like to change (don't use specific apps in the theme). Also, UCCW is a really awesome tool to create custom widgets but is not simple to use or intuitive. There are some handy videos available on YouTube but other than covering the basics, it really takes some work to get the most out of it.