ColVis will automatically add the classes required for theming with jQuery UI ThemeRoller when enabled in DataTables. This example also shows a slightly altered position for the ColVis button from the other example, in that it is included in the table toolbar. This is achieved by simply moving the 'C' character in sDom.
$(document).ready( function () { $('#example').dataTable( { "sDom": '<"H"Cfr>t<"F"ip>', "bJQueryUI": true } ); } );