Not used MIUI for a while but it was quite a lot different from other roms. A bit of an iPhone look and heavily customised. Quite a distance from a more 'vanilla' rom.
You'll probably have a custom recovery loaded on you phone. ClockworkMod, TWRP etc. Go into that and make a Nandroid backup - this will create an image of your phone which is simple to restore (from the exact same place in recovery) if things go wrong or you don't like your new rom.
Download a rom and flash it using the recovery. Try it out, it's the only way to decide. Usually it's best to do a factory reset (wipes everything) before flashing a new and different rom. Products like Titanium Backup (backs up individual apps and their data) will make the process a bit less painful.