Unlocking the bootloader is independent of rooting; the two aren't related. You have to unlock the bootloader if you want to flash a custom kernel
(or a ROM which contains a custom kernel); custom ROMs with stock kernels can still be flashed with a locked bootloader. However, you may get the "custom" triangle on boot, which can be "cleared" (bypassed really) by unlocking the bootloader--which is the chief reason I unlocked mine and this is why it boots a little faster unlocked.
, Method 1 (debugFS) will always work as ADB will always be there. To verify, you can check the author's thread linked in step 2.
Method 2 will always work since it flashes over the entire ROM. This may or may not preclude future updates (I don't know; I have updates disabled and am running VRALG1 build with VRALHE modem--I don't plan to rebuild until JB is officially released.)
Whatever you try, feel free to post results so we can see, from experience, how different combinations work.