If you have upgraded to WordPress 2.6, some of you might find that when you change theme, the preview page shows a blank page rather than the actual design. I have highlighted this when I was writing a review on WordPress 2.6 beta 2.
It seems that there is some conflicts between the plugins and the theme preview page. As of now, there is no detail as to which particular plugin is causing the conflict. If you are having the blank page issue, you might want to deactivate your plugins one by one and check the theme preview page.
Some known plugins that are causing the conflicts are Bowob chat and Stray Random Quotes plugin