A great Yii CStarRating resource that is hard to find - jQuery Star Rating Plugin
I was messing around with the Yii CStarRating features and ran into a few questions. After some searching I finally ran into jQuery Star Rating Plugin which is what the CStarRating is based off of.
If your looking to easily change the star rating style / image. I found two helpful things out. First you can go to where your downloaded version of Yii resides i.e. server root "/yii-app/framework/web/js/source/rating/" and replace the star.gif with your own image. Or you could copy the CSS from the jquery.rating.css file and paste it into your own css and modify the necessary bits and remove the rest. The only real issue I see is if Yii changes how this works in the future these steps may change.
Note that if you do go the replacing of the gif file route and you dont notice any changes clear cache and delete assets folder and refresh. That should do the job.