Nice going mate
You have flashed CM7.2, that is the only one available for us, there was 7.1 earlier too, but it was a ported one with many bugs, although it made way for unofficial CM development for ACE. No idea about 7.0.
CM has an .ext file system(like NTFS, FAT and FAT32 in windows) whereas stock has a .rfs system, when you flashed CM the system was formatted into .ext system, but inorder to return to stock rom you need to flash a stock rom via Odin to convert the system back to .rfs. If the rom you are flashing is already on .ext system, you don't need to flash via Odin.
Also, do note that some stock custom roms are also on ext system, so take care of that and no need of Odin for flashing to that rom.
ICS(CM9) is still under development by Galaxyics team, i wouldn't recommend that for now, it still has alot of bugs, also there are i think only 2 custom roms(miui4 and parandroid) made over that, both having many bugs. They are gonna release a new beta very soon and its supposed to be very clean of bugs with camera fully working.
For now you should stick to CM7.2 for now, explore it a bit, there are alot of custom roms on that, check xda, i am using Apocalypse now, quite satisfied with it.
There are loads of new features and functions on CM that you should explore and get used to, including overclocking.
Which CM have you flashed now?