Is it possible to have different GTK+ theme in Unity and Gnome Shell?

Building upon the previous answers:

For 11.10

#!/bin/bash

if [ "$XDG_CURRENT_DESKTOP" = "Unity" ]
then
  gsettings set org.gnome.desktop.interface gtk-theme 'Ambiance'
  gconftool-2 --set --type string /apps/metacity/general/theme 'Ambiance'
  gsettings set org.gnome.desktop.interface icon-theme 'Faenza-Ambiance'

else
  gsettings set org.gnome.desktop.interface gtk-theme 'Adwaita'
  gconftool-2 --set --type string /apps/metacity/general/theme 'Adwaita'
  gsettings set org.gnome.desktop.interface icon-theme 'Faenza'

fi

For 12.04 and 12.10

#!/bin/bash

if [ "$XDG_CURRENT_DESKTOP" = "Unity" ]
then
  gsettings set org.gnome.desktop.interface gtk-theme 'Ambiance'
  gsettings set org.gnome.desktop.interface icon-theme 'ubuntu-mono-dark'
  gsettings set org.gnome.desktop.wm.preferences theme 'Ambiance'

else 
  gsettings set org.gnome.desktop.interface gtk-theme 'Adwaita'
  gsettings set org.gnome.desktop.interface icon-theme 'gnome'
  gsettings set org.gnome.desktop.wm.preferences theme 'Adwaita'

fi

Add this script to Startup Applications (Add => Command sh path/to/script).

You can try creating a script which you set to execute at each starts where you recognize which DE you are using and switch the theme in base of what you are running