You need to understand, to start, that when you say "Web Form Control" you're really saying a whole lot of different things. Some of the functionality can be covered by jQuery, but it all depends where on the stack a specific control renders. This is one of the biggest weaknesses of Web Forms; it is not terribly clear about whether code is being executed on the server or on the client. jQuery is a client-side only solution, and can only be used on that side.
If you are interested in working in jQuery (and through it, JavaScript) then you're taking a step from designer to developer, and if that interests you there are a huge number of resources available for it on the web. I'd suggest starting at the point your interested in:
http://learn.jquery.com/[
^].
Another site that is extremely plain-sp[oken and comprehensive is:
http://www.htmlgoodies.com/[
^]
That being said, if you want to stick to the designer path and drag controls out from a toolbox, I would not suggest attempting to embark on this path. The tools that you're provided with Web Forms are about as good as you're going to get.