There really isn't a "best" way to architect WPF UIs. It all depends on the user experience your application will have.
If you want a very web-like experience you are probably better of using the pages constructs. Otherwise if you have windows, but want a common header, you may just want to make a control template for that. Maybe you need separate windows or maybe you just need to have a sub part of a grid panel change content depending on state... There are different ways to do things that are more or less suited to the type of client experience you want.
Although there are some best practices in relation to using MVC/MVVM design patterns, there isn't a "best" way to style and theme your controls. I don't consider WPF as friendly to newcomers as WinForms were, but at the same time it seems a lot more powerful in the long run. What might help you out are some basic levels of theming:
- Styles: these are mainly aesthetic changes to the look and feel of basic controls and elements with some very basic support for triggering things like mouse cursor roll over. They are similar to CSS on webpages.
- Control Templates: these are the more heavyweight versions of styles where you actually reconstitute a control so that, say a button can have a textbox inside of it. Where styles work on a logical level where something like a button is the most atomic element, control templates can drill down further into controls so that the border, background, text, etc of a button are seen as separate elements instead of one atomic part.
- Data Templates: A more focused version of control templates meant to customize how data items in lists are drawn. If you have a bunch of pictures you don't want the file name to show up in the listbox, you'd rather have the image itself. A data template lets you accomplish this kind of thing.
So you have to ask yourself when you say, "Make all windows look the same," do you mean changes are merely aesthetic/looks (styles), customizing how a collection of items are displayed (data/item templates) or altogether changing how a standard control looks and behaves or making sure the layout of controls on a page are the same across multiple windows/pages (control templates)?
Finally, the "end to end" of the other post you linked to is pretty simple. You take the control template there, and under your tag you simply add Template={StaticResource MyTemplateName} and the template is applied. This article on MSDN is a decent intro to control templating.