Theme configuration and preview without activation

At the moment, if for some reason I decide to change the theme of my live site, that is quite difficult. I need to activate the new theme, and then adjust its settings/configurations, widgets etc. So basically the site has to be out of commission while the theme is being configured.

I would like to request a feature whereby a theme does not need to be active (for visitors/guests/users) for the site-owner to change settings/configurations, widgets etc. Additionally, (s)he should be able to “preview” what the site would look like with those settings.