You can make a CWM flashable zip of your current apps/settings with Titanium Pro. Before you flash a new rom, use Ti to make the zip, install your new rom, and flash the zip you made in CWM.
However, be aware there are a few caveats to this working smoothly:-
*If the new rom is a different Android version, you may get FC's on some/all of your apps.
*If there's any difference in mount points (or any use of 'legacy' points/etc), you may get FC's.
*If you're moving from a Samsung based rom to AOSP or vice versa, you may get FC's
Also, do not put system apps into this zip & do not restore system apps/data more generally when moving to a new rom.
Personally speaking, I've always preferred a completely clean install whenever I've moved to a new rom with just a restore of app data that's really necessary for apps I use a lot, I've always found it well worth spending a couple of hrs to do that (I've never been someone who changes roms every 5 minutes).