Get Titanium Backup to backup apps and their settings.
Get GooManager from the play store. "Install OpenRecoveryScript" to install TWRP. It's the recovery program you'll use to backup your whole system and install ROMs and themes.
In recovery, make a backup of your system.
Try out some ROMs. See what you like.
Tip: If you're not already using a launcher program, try one like Nova. Then you won't have to put all your apps and widgets back on your home pages. Once you've re-installed everything with Titanium, Nova will put everything back where it was. This saves a big step when trying different ROMs.
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