CAN WE FORMAT THE MOBILE PHONE BY OURSELF ?

Hi.........
I want to know that can the mobile phones software can be changed ??
For example, software of some nokia phone can be installed in any sony phone?

I use a china mobile, problem with it is that i cant install games,change theme or install applications. Can i do anything for it ???

Please help !!!!!!!

I am bored of my phone and want to customize a bit.................