Here's my experience:
I had Supah Clean + Stupid Fast Kernel.
I nandroided, wiped cache partition, and dalvik. I installed the Leaked Version of the DL30. No issues.
From there, I nandroided, wiped cache and dalvik, and then flashed Supah Clean Froyo. No issues, except for one: Periodically, my CPU goes to 100% usage, and the device gets hot, and starts gulping battery.
I not once wiped data. On each new flash, I lost my widgets, and had to replace them. On the DL30 leak, I lost ROM Manager (Had to reinstall for some reason, the APK was there).
So, your mileage may vary. I wanted to push to see what could be done, and how far you can push it. If you can tolerate losing your settings and whatnot, go for the complete wipe-then-install. It's the safest route.
But, if you couldn't stand losing any of that, you probably shouldn't be trying this at all