How can I modify the output of certain types of Custom Registration/Profile fields?

To start with, s2Member makes many configurable options available in the UI, even down to specific HTML attributes, styles, or classes that you'd like to apply. So the best place to start working on something like this is in the s2Member UI.

See: WordPress Dashboard s2Member General Options Registration/Profile Fields

Create or edit a field there, and you will see a lightbox window that opens with several additional config. options on a per-field basis.

If that's not enough, you can also dig into the PHP code and you'll find this filter exposed by s2Member: ws_plugin__s2member_custom_field_gen

Quick example to alter field type: checkboxes

Create this directory and file: /wp-content/mu-plugins/s2-hacks.php

add_filter('ws_plugin__s2member_custom_field_gen', function ($markup, $vars)
   extract($vars); // Extract variables passed by s2Member.

   if($field['type'] === 'checkboxes' && !empty($field['options'])
      // Perform string manipulations on $markup.
      // Or, use the options and other $vars to generate your own $markup.
  return $markup;
}, 10, 2);

Referencing ws_plugin__s2member_custom_field_gen in the s2Member source code.