without an sd card,youll have to flash roms from internal memory,wich means youll have to use RA_GNM to flash them- i dont believe clockwork has the same option.
to get RA_GNM,simply flash the alternate recovery in rom manager.
when you make a backup,i assume it will make a nandroid folder in internal memory to keep them. this could quickly lead to a space issue,as roms and backups are 70+ mb
also,some roms(mainly Z based roms) do not realize that the info is present ininternal memory so some things may not be accessible(ringtones and alert notifications come to mind)
the moral of the story is get an sd card as soon as possible. and get one as big as possible. 2 gb is not near enuff if youre a flashoholic like me

2gb only lets you hold 2 roms and 3 or so backups at a time- major PITA to keep shuffling them around between the phone and computer.
as far as flashing,id recomend to download to your PC,transfer them to your phone via usb cable,and then boot into recovery and use the menus there to make backups,wipe data,then flash the rom. IMO its much safer that way than it is to try and use rom manager for flashing and downloads.