You have rooted, you have CWM installed, now you are all set for flashing roms/patches/mods or anything you want to do, there is no need of unrooting and doing everything all over again unless you actually want to unroot.
If you are worried about messing up then you have the option of making a complete nandroid backup of your system through CWM.
Go to the ace's forums at xda-developers, its got tonnes of roms available for this phone, get anyone you like, flashing procedure is given in the forum, its almost same for every rom, its done using CWM so you don't need anything else, you are ready.
P.S. If you flash a CM based rom or any rom having ext format then this backup will not help because of the different format, in that case you will have to flash a stock firmware through Odin first and then you will be able to restore this backup. Flash a new rom, make a backup of it while its working properly so that in case of any problems you can restore back to it without any problems.