Makes sense - keeping files lean is always good, so having a folder for modules would be a good move. By default though, the Google jQuery UI already has the full package found at the UI Download page so you're off to a great start.
the Google CDN also hosts all of the jQuery UI themes - there's a Devcurry post with the links. An extra dropdown for your plugin and you could choose the theme as well!
I know exactly how the time game goes... if I get a chance, I'll poke around and see what I can come up with ;)