I know people like to use custom skins and custom UIs. The servers are setup as sv_pure 1, which means it will look at a list of files on clients that need to be identical to the files on the servers. The main reason is to prevent basic types of wallhacking and cheating. For example, replacing the spy decloak sound by a loud noise.
But obviously it also means you can't use your own custom skins. Right now, we don't plan on changing that rule. It's something we can decide to change later on though.