I've switched roms at least 20 times since 2.2 came out (i try them all so i know what ppl are complaining about) and this hasn't failed me yet.
Make a complete backup of your current setup as usual before flashing any rom.
Make an advanced nandroid backup of DATA ONLY. Name it data only.
Wipe data and clean cache 3 times (yes i know some ppl say this isn't necessary but i beg to differ)
Flash your new rom.
Restore your data only backup.
Reboot
This will save ALL your apps, game data, text messages, call logs, settings, etc.
EDIT: Regarding restoring the data only from an old backup, I wouldn't recommend it. It doesn't always work out good. It only takes a minute to do a data only backup then you'll have all your current sms/gtalk/new contacts and settings.