How to customize CHM and PDF output

I can easily generate CHM and PDF using the Generate Output option offered by DITA-FMx, but the output is just standard and I would like to customize it according to the company style. Which files should I work on to modify fonts, colours, indentation, etc, both for CHM and PDF?

For PDF output, you should be using the Generate Book from Map command. This is one of the main reasons to use FrameMaker for DITA .. the high quality PDF output. You'll never achieve the same level of quality through XSL-FO as you do through native Frame. See this video for info on leveraging DITA-FMx features for PDF publishing ..
http://blog.leximation.com/2010/03/pdf-publishing-with-dita-fmx-1-1/
To customize the formatting of any output generated through the DITA Open Toolkit (which is what is used by the Generate Output command), you have to modify the XSL and CSS files in the DITA-OT. The "proper" way to do this is to create an OT plugin that provides you with a custom Ant target that does exactly what you want. You can then deliver this plugin to others on your team who need to generate the same output, and you haven't mucked around with the core OT files. You can also just dive in and tweak the files directly, but when you break something you won't be able to test with the original files without restoring from backups.
You can start by tweaking the CSS files, but if you need to make structural modifications to the way the HTML is generated, you'll need to do some XSL work. Note that setting the @outputclass value on the DITA topic files, passes that value into the corresponding element in the @class attribute of the generated HTML. This is a good way to allow you to control formatting of specific elements.
The best place to go for instructions/info on exactly which files to modify in the OT and how to build a plugin, is the dita-users Yahoo group. This is definitely the list to be on for anything that relates to the DITA-OT.
Scriptorium Publishing has a nice whitepaper on customizing the OT ..
http://store.scriptorium.com/items/books/hacking-the-dita-open-toolkit-detail.htm
Also, the dita.xml.org website has some useful info.
Cheers,
...scott

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