Iread some threads about upgrading from 3.5.1 or 3.4.9 to 3.5.3.

I'm currently using 3.5.2. If I upload and change themes, will all my optinos and customizations remaing active?

I installed both on a test domain and it worked smoothly, except for the images located on images/header.

cool

about the images:
just simply reading the built in documentation under Atahualpa > Header Image ..

I believe you need to transer/copy your images from the old dir the the new dir
say from:
../wp-content/themes/atahualpa352/images/header/
to
../wp-content/themes/atahualpa353/images/header/

(or whatever your old/new directory names are)