Sorry, but I don't understand this requirement. jqGrid use CSS classes from jQuery UI. You need include only jQuery CSS with images sub directory but including of any javascript files are not required.
If jqGrid would be use other CSS names you had in the same way overwrite the class definition during costomization.
A large advantage of using CSS from jQuery UI in the Theme Roller. On the page http://jqueryui.com/themeroller/ you can easy customize CSS in a interactive mode and download the results. The CSS you can use for jqGrid.
So I see really no sense to use other CSS class names as jQuery UI use. Do use have name conflicts in CSS classes names which you use and which jQuery UI use?