So I finally decided to try some of this today.. just been using an auto install app to load my .cabs and doing the customization later. I don't do a whole lot to my phone so it hasn't been too bad.
I finally got tired of setting up my slingbox and wanted to automate the install process using some of the tools here. The first thing I wanted was a good registry editor and I knew there was one out there that allowed you to navigate the phones registry on your pc. Looking at the XDA UC thread I found CeRegEditor which I must say is great!
http://ceregeditor.mdsoft.pl/
This program will make .cabs of your registry tweaks and makes finding changes to your registry easy.... all done on the pc while synced. I am still learning but I have managed to get my slingbox 100% configured using either sashimi or the .cabs made by ceregeditor.
Thanks for all the tips here I am also figuring out some of the other customizations as well. Sashimi seems to install everything so I guess I will stick with it for awhile and see how it goes.