Do not let the Task Killer run as auto. Only manual kill the task after you open many apk that seldom used. If you kill the regular running apk, more power is needed when you load it next time.

Changing to a custom ROM involved rooting the phone, which is complicated process and can't be explain by few word. I would suggest u go for other specific website for detail study before proceed. Rooting process may permanently bricked ur phone, be caution. U should only proceed after u fully understand the risk.

Alternatively, i suggest u clean up ur phone (application, cache, etc) and see any improved in the speed.

For contacts, u can sync it to ur google account.
For sms, U can backup it using backup apk and copy the data to ur PC.
For picture, data, etc, I presume u know how to connect ur phone as USB storage to ur PC, then just copy whatever u want.