Yeah, you'll want to use a backup/restore app like Titanium to bring your apps and app data back once a new Rom is loaded. When making a jump to an entirely new OS 2.2 to 2.3 etc. it's a slightly different beast. Some apps may not yet be compatible with a leaked OS so there may be issues. In these instances it's safest to only restore market apps and even then it can be a slight crapshoot.
Under most "normal" situations though, you can restore apps/data without issue. I rarely restore system data to avoid potential problems.