Well,
when I think of theme, I think of the message that I would like audiences to take with them from the viewing.
I know I can't force it on them, but I do try to make it a very solid part of the story.
And yes, I do use it to guide my scenes. I think "What side of my theme have I not explored yet? Is there a way to work in this aspect of it? Do I have characters, actions, dialogs that reveal all the sides, pros and cons of this theme?
Regarding the theme of our actions have consequences, yes I would agree that every film has that innate theme, BUT that it can also be explored on its own as well.
I have two scripts that work around choices and how they shape our lives.
One of them deals with doing things that you KNOW are wrong yet you do them ANYWAY. The more you do them the more you spiral yourself into trouble. It's about trusting your instincts and keeping yourself out of trouble by using wisdom.
It's a thriller about a woman who starts an affair but gets tangled up with a serial killer.
The second one is about a drug dealer who is trying to deal with the enviroment he lives in and wants out, to be honest, BUT there is a price to be paid for the life he's lead. It's kind of about enviroment v education and personal choice.
Sure, themes can just happen. Most writers do have some kind of point they wish to make and it comes out here and there during the writing.
Then again, some writers only THINK they have a theme but it's never actually ON THE PAGE.
I totally agree with Shane when he says that knowing your theme ahead of time keeps the writing on track. Again, it's one more thing to guide your scenes, to make sure that they are leading somewhere productive.