Did this last night. It's quick, easy, and awesome! The only snag I hit, was the update file for the kindle 2 didn't work, and I had to use the "international" update for some reason. Not sure why. Didn't adversely affect it in any way though.
Jailbreak Your Kindle for Dead Simple Screensaver Customization - How-To Geek
You can make your own pics, and there's a Tumblr with a bunch on it:
nook already lets you load your own wallpapers and screensavers