Knowing your rooted - Try downloading any of the 'root required' programs on the market, if your not rooted, you won't be able to download them.
Removal of stock apps - My knowledge of this topic is slim, at the least, but from what I gather, you HAVE to do this through adb, and you can't access that, without the help of a pc. have a look at the guide, located
here.
HTC Sync - If I understand correctly, the only thing we really needed from HTC sync, were the usb drivers, whether or not thats correct, I do know that having it connected to Sync, isn't required, cause i don't even have Sync installed on my netbook, and I run things from it, all the time.
Protected apps - There are a number of good ROM's, Made by several awesome chefs, available on here, and XDA, that have the Protected Market apps visible in said ROM's. I'd suggest trying out a couple, until you find something you like. Just remember, Nandroid is your best friend!
Backup ROM - I've never had to go to a backup ROM before, though I do see people suggesting you wipe your phone, delv(sp) cache, and ext partition alot, especially when flashing between ROm's of a different chef.
Nandroid backups, and Rooting - From my understanding of Nandroid, it returns your phone, to the exact state it was in, when you made the backup. So, if your phone was rooted when you made said backup, it should be rooted when you revert to it. As long as your making a backup of your ext partition (someone correct me, if I'm wrong here), then no matter what you do, it should revert it to it's previous state. And if your not running Apps2sd, then backing up your ext partition shouldn't matter.
Here is a detailed tutorial, with pictures and videos, on how to root, unroot, flash, etc. etc, for the beloved phone that we all own.
Though i must warn you, flashing ROM's, will be like eating Pringles for you, once you pop, you can't stop.
I take no credit for, any information contained in this thread, or, for anything that happens to your gadgets.
Hope this helps!