Basically, there are two types of ROMs - Sense based and AOSP. Sense based ROMs are basically just modifications to stock. Almost invariably, everything will work (4g, hdmi, camera, etc.). If something doesn't the developer will say so, but you can assume that 99.9% of the time, everything will work with sense based ROMs just like stock.
AOSP is basically directly from Google. These types of ROMs are compiled directly from Google source, and some things don't work. Cyanogenmod and Miui are the best examples of this. HDMI and 4g are the two things that don't work yet. There is an alpha out there for 4g on Cyanogenmod, so it will be included eventually. Everything else works, though. The only exception is that Gingerbread is out now. 4g and HDMI definitely don't work with those ROMs, and some of them have other issues. If you come across any of them, you can read about what doesn't work still.
The only exception to the above are RUU ROMs that have been pulled from other Sense devies (e.g. Desire HD). ROMs like that will have the same problems as AOSP ROMs, typically, and may be more unstable.
Here is a list of almost all available ROMs:
HTC Supersonic/ROMs - XDA-Developers
The fourth column is what the ROM is based on. If it's something like 3.70.651.1 (or any other official EVO SW number), then it is based on stock Sense, and you can flash it without worrying about certain things not working.
One thing you do need to be concerned about, though, is your radio version? What hboot version do you have? Also, if you go to menu->settings->about phone->software information, check your baseband radio version. If it doesn't match the latest here, then you need to update it along with wimax, pri, and nv:
[ Radios ][ 12-17 ] All EVO Radio, WiMAX, PRI, NV & HBoot versions - xda-developers
You can find the link in the above post for a combo update. The instructions are in the Rooting for Dummies guide. Do no update with these unless you have to.
Please let me know if you have any questions about any of this.