For certain controls, the only option I have in Expression Blend is to create a template. I don't always want to create a template; sometimes I just want to create a style. I know that I can just take the template out of the style and leave the style in place. But then if I ever want to change the style I have to go to it directly in the resource dictionary; I can no longer use "Edit Current". It just seems clunky (and wasteful) that I have to create a copy of the template just so I can associate a style with a control. After all, creating a template in expression blend creates a style. It seems that I should be able to just create a style. Is there a way to do this? Is there a reason that I cannot?
What control can you not create a Style for? Did you try the Object > Edit Style menu? It has Edit Current, Edit a Copy, Create Empty, and Apply Resource options. (Be sure you have the correct object type selected).
If that doesn't help, post some more specifics and I'll try to help.