Nope, thats the point of CWM 3, most of the new ROMs are in EXT4 anyway. Its not really as scary as it sounds; listen to Paul, he speaks the truth.
*There are several boot animations that you manually place in the system/media directory.
I actually just did this - grabbed midNIGHT's new boot and shutdown animations and manually installed them.
Boot animations are located here:
/system/media/bootanimation.zip
You can unzip any ROM (or even Clockwork-flashable boot animation zip files), pull out this file, place it on your SD card, and then copy it to the same directory. It's recommended to rename, instead of overwrite, your current one "bootanimation.bak" in case you want/need to revert.
Same concept for shutdown animations, except they are not zipped but instead stored as loose files in this folder:
/system/media/video/shutdown
For this, you want to rename the current folder on your phone "shutdown backup" and then copy the folder of the shutdown animation that you want.
I recommend using Root Explorer for the above, and make sure you have the R/W button on the top right of the screen pressed because if R/O is pressed you cannot modify system files or folders.