... Interesting post oulaw.
I'll help ya where I can:
1. The ROM for your phone is similar to a BIOS for a computer. It's what controls all of the hardware in your phone, and communicates with the operating system (in short). It's good to update your phone when new ROMs become available to get the latest and greatest features. Sprint actually has one coming out very soon based on what I've read here.
If you're interested in learning about making a custom ROM for your phone, read here...
http://forum.ppcgeeks.com/showthread.php?t=19560, and check out the sub-forum 'HTC Titan Upgrades', though based on the questions asked, it will be a bit of time before you're ready for that step.
2. If you're asking how to get a different background for folders (like Programs, Settings, etc.) there's no way I'm aware of to change the background image. Most themes will change the color of the bars though. Look into the themes forum (off the main forum) for some themes.
3. I'm actually not sure exactly how to answer this one... I've not bought a ringtone in quite some time, so I'm not sure about locking/unlocking and sending. You can quite easily transfer an MP3 over to your phone and use it as a ringtone though. From there, you should be able to send it over bluetooth just like any other file.
4. For some free applications, there's
http://freewarepocketpc.net. They've got a TON of free apps. There's also the forums here
.
5. I personally use the Telenav program from Sprint, but I've also got free GPS with my plan. There's a whole thread on GPS here...
http://forum.ppcgeeks.com/showthread.php?t=17032. Take a peek and decide for yourself which you like best.
That's about all I can tell you for now... There's plenty of help here, though the Search function is your friend