Android example of how to programmatically instantiate a View with a custom style.

AndroidManifest.xml

<manifest ...>
    ...
    <!-- Make sure your app (or individual activity) uses the
         theme with the custom attribute defined. -->
    <application android:theme="@style/AppTheme" ...>
        ...
    </application>
</manifest>

MyActivity.java

public class MyActivity extends Activity {
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        ...

        // Pass in the theme attribute that'll resolve to the
        // desired button style resource. The current theme
        // must have a value set for this attribute.
        Button myButton = new Button(this, null, R.attr.myButtonStyle);
        myButton.setText("Hello world");

        ViewGroup containerView = (ViewGroup) findViewById(R.id.container);
        containerView.addView(myButton);
    }
}

res_values_styles_attrs.xml

<!-- The convention is to put the <style> elements below
     in res/values/styles.xml and <declare-styleable> in
     res/values/attrs.xml. -->
<resources>

    <!-- First declare a custom theme attribute that'll
         reference a style resource. -->
    <declare-styleable name="AppTheme">
        <attr name="myButtonStyle" format="reference" />
    </declare-styleable>

    <!-- Provide a style resource as the value for the
         theme attribute. As a side note, if you want to
         change the default button style, you can instead
         override the android:buttonStyle attribute. -->
    <style name="AppTheme" parent="android:Theme.Holo">
        <item name="myButtonStyle">@style/MyButton</item>
    </style>

    <!-- Define the custom button style itself. Make sure
         to inherit from an existing button style. -->
    <style name="MyButton" parent="android:Widget.Holo.Button">
        <item name="android:textColor">#f00</item>
    </style>

</resources>

@romannurik This is not working for me. Maybe there is an android bug?

If I use:

TextView textView = new TextView(getActivity(), null, R.style.MassimoTheme_Text_Gray_Small_Light);

where

<style name="MassimoTheme.Text" parent="android:Widget.Holo.TextView"/>

<style name="MassimoTheme.Text.Gray">
    <item name="android:textColor">@color/primary_gray</item>
  </style>

<style name="MassimoTheme.Text.Gray.Small">
    <item name="android:textSize">@dimen/text_small</item>
  </style>

<style name="MassimoTheme.Text.Gray.Small.Light">
    <item name="android:fontFamily">fonts/Gotham-Light.otf</item>
  </style>

And TextView initialization does:

n = 6
if (appearance != null) {
            int n = appearance.getIndexCount();
            for (int i = 0; i < n; i++) {
                int attr = appearance.getIndex(i);

                switch (attr) {

               // it goes to the next cases

case com.android.internal.R.styleable.TextAppearance_textSize:
                    textSize = appearance.getDimensionPixelSize(attr, textSize);
                    break;

 case com.android.internal.R.styleable.TextAppearance_textStyle:
                    styleIndex = appearance.getInt(attr, -1);
                    break;

case com.android.internal.R.styleable.TextAppearance_textColor:
                    textColor = appearance.getColorStateList(attr);
                    break;

case com.android.internal.R.styleable.TextAppearance_textColorHighlight:
                    textColorHighlight = appearance.getColor(attr, textColorHighlight);
                    break;

case com.android.internal.R.styleable.TextAppearance_textColorHint:
                    textColorHint = appearance.getColorStateList(attr);
                    break;

case com.android.internal.R.styleable.TextAppearance_textColorLink:
                    textColorLink = appearance.getColorStateList(attr);
                    break;

But it doesn't recognize fontFamily attribute :S Is it a normal behaviour?

Very useful indeed, thanks Roman. This should definitely be included into the official documentation for Themes & Styles (http://developer.android.com/guide/topics/ui/themes.html)

For me this does not apply layout params like layout_width, layout_height when I have them in my style. Only default wrap_content LayoutParams gets created in both dimensions

@cesards: Note that you're using a direct style (i.e.R.style) as opposed to an attribute (i.e. R.attr). This tripped me up as well. Difference being, attributes reference styles.