First, you have your Sense based ROMs and AOSP ROMs.
Sense was the skin your HTC Evo came with, stock. AOSP is, essentially, plain Android.
It's good to get into the habit of making a backup before you flash, in the event that something goes wrong. I tend to just make sure I have at least one working backup that is up to date. Flashing is done from recovery after a full wipe (data, cache, dalvik) and kernels are flashed after ONLY clearing cache and dalvik (if you wipe data / the whole ROM then you have no ROM to flash the kernel to, obviously).
Here are some helpful 'tips' as well as various info;
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