Flash clockwork before trying anything else. Then you go straight to flashing ROMs that are already rooted, as mentioned above. Here are some useful links to guides.
Long-form version of the NvFlash process:
[GUIDE] [9/5/11] [CWM 5.0.2.0] How to set up and use NVFlash to flash CWM recovery - xda-developers
Here's the guide I used:
[RECOVERY][APP]Update 9-06: One-Click NvFlasher ClockworkMod 5.0.2.0 - xda-developers
Link to Weapon G2x, my current ROM. Pretty decent IMHO.
[ROM][Gingerbread 2.3.3] Weapon G2x 2.5 [15% Shutoff Bug FIXED FOR REAL!][9.05.2011] - xda-developers
I found Weapon to be the only ROM without the wifi problem where wifi turns off when screen is off, even with the advanced wifi settings correctly set up (so far, tried stock GB + root w/ no issue, and Eaglesblood ROM w/ wifi issue). My next ROM will likely be Trigger, which is in the G2x development section like all the other ROMs, Kernels and guides.
I had problems flashing ROMs right after flashing CWM (bad MD5 sums) because I think my SD card was having issues. Was fixed simply by trying two or three times (format SD, re-load .zip and flash). Got it working at first with the old froyo ROM lol but it worked after that just fine with any ROM I tried.
Enjoy!
Update: Trigger was cool, more closely based on CyanogenMod. Also has the wifi auto turn off issue like Eaglesblood, and Gapps were disappearing over and over again, no matter how many times I flashed the updated .zip files. So, I'm back on Weapon G2x, running smooth, although with less system tweaks than other ROMs.