As Ataraxia212 said, it's very hard to brick the Fascinate - I've read that all over the place.
The most important thing if something should go wrong: Don't panic
In flashing my phone and trying different ROMs, I once made the mistake of simply letting Odin flash a second time in a row without closing the program first, and the phone didn't respond - it kept expecting Odin to send something.
I unplugged everything, closed Odin, plugged all back in, started over - and it flashed over it without a problem.
The main issue is figuring out which ROM to try
Sadly, my phone was the most stable with Froyo, but missing a few nice GB features. Ever since the OTA upgrade, my phone was a little unstable. Right now I'm using the Powerwashed GB (yes, I know there's others out there - no need to start a thread of my choice of ROMs ;-) ), and it didn't really get very stable until I added the Android Autokiller and optimized the memory usage, and only last week I finally got around to trying the terminal entry to get the launcher to remain in memory - which has made my phone extremely nice to use again!
(That's the first entry in
this thread.)
As long as you backup all your apps and data with Titanium (I bought it, and it's worth it!), you're fine.
Note that Titanium has a feature to adjust the database data to whatever new ROM or OS you might have on the phone during restore, but you have to check the checkbox in the settings. So far it has worked well for me and prevented a bunch of issues.