The way the Samsung SGS devices now and in the previous SGS's (II & original) have been handled with obtaining root privileges doesn't change anything in your current setup.
You use Odin to flash a custom recovery in most cases ClockWorkMod recovery and then follow up right afterwards by flashing/installing a SU (Superuser) zip file from within CWM to obtain root. Reboot and enjoy.
Normally none of this changes anything you have setup in your device. No data loss, no wipes, nothing.. Only time you actually wipe or reset the device is when you take the option to flash a custom ROM.