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When you used "unrevoked" to root your EVO, ot automatically flashes a custom recovery by Clockwork Mod. Use the recovery to make a "nandroid" backup. I'm not sure if Clockwork recovery will do WiMax backups but "RA Recovery" does. Just remember than you can't flash wimax backups from one EVO to a different EVO. The keys are device specific.

I would recommend flashing the RA Recovery now that you are rooted and your H-Boot is now s-off. Look for the flashable zip for RA Recovery and flash it like you do any rom and then you will have the ability to do more wipe functions as well as backup WiMax. There is a thread for Ra Recovery just look for it.

If you want a clean stock rom for a backup, you can do a nandroid now but personally I don't bother with the stock rooted rom for a backup because if or when i need to return to stock I just run the shipped rom ruu to return my phone to stock unrooted in order to take it in for repair or exchange. But you also have to flash the unrevoked "s-on" tool before running the shipped rom ruu because the shipped rom ruu removes your custom recovery and you then can't flash custom zip files unless you reroot. So always flash the "s-on" zip tool by unrevoked first before flashing the stock shipped ruu via your pc.

There are many good custom roms here at PPCGeeks and many good roms over at xda as well. As for which is "best" is all up to each individual and his or her personal taste. They are all good in their own rights. Most rom chefs offer support in ther rom threads in case you don't find an answer for a specific issue you might have with the rom you flash.
Welcome and have fun.