How to bring data to new ROM

I'm wanting to try some of these new ROMs and I'm wondering how to bring phone numbers, messages, and programs into the new ROMs.
thanks in advance

Generally when you switch ROM's the phone numbers in your phone stay even when you data and cache wipe, not sure how it happens but they do. For stuff like texts and app data you can use programs like Titanium Backup which will actually save the data for programs so that it can be reinstalled later like settings on calendars and your game saves. Also apps will usually be re downloaded after you have downloaded a new ROM. But of course you should always make a backup before playing with any new ROM.

Hope that was helpful

As long as you saved contacts under your gmail then you are fine. Apps that you bought are on your gmail too. When the phone starts up it will ask you to sign in and it will sync itself. Use titanium or Astro (file manager) to back up the free apps. Text messages WILL be erased. Anything on the sd card is safe. I backed up my messages once and the app killed my phone, I had to reflash to a very old back up. Since that day I do not trust apps that back up messages.