it's all in how the plugin is coded
Some plugins load their own stylesheets, some don't. Some allow you to turn off their css, some don't
However, You can add css to your theme stylesheet which will affect the plugins output.
For instance, if a plugin adds
<div class="plugin-stuff">
<span class="plugin-content"> I was put here by the plugin </span>
</div>
to my content, I can put
.plugin-stuff .plugin-content {
css: rules;
}
in my theme style.css to affect the styling
If the plugin is properly coded, you can also 'turn off' the stylesheets from inside your functions.php using http://codex.wordpress.org/Function_Reference/wp_deregister_style
http://vudu.me/4o
Is an example of how I do that for contact form 7