As rockcrawler says, there are market apps marked 'root only' that will (mostly) work for you now. All of the other apps will continue to function normally without regard to your rooted status.
As for downloading apps outside of the market, especially anything claiming to require root, use scrutiny and caution. Now that you're rooted there is potential for malware to do some real 'damage' to your system. At least on the market, you have other user's comments and ratings to help weed out the 'bad' stuff.