I guess the problem is I'm not sure how to achieve root (at least temporarily) in order to back up your important data so you can safely unlock the bootloader. When I did it, I unlocked the bootloader FIRST, and it didn't matter because I hadn't even started using the phone yet. No data to lose.
If I already had data on the phone, what I'd do is use Titanium Backup to make backups of all my user apps and data... but you need root to use Titanium.
EDIT: Found something:
http://forum.xda-developers.com/showpost.php?p=24910351&postcount=21
This is a method of backing up your data (not your storage, but that's done easily by just dragging everything over when it's plugged into your computer) without having root access. Essentially you will make a complete backup image, then unlock the bootloader, and once the bootloader is unlocked you will restore the image. THEN you can proceed as usual - get root, make actual backups of your apps with Titanium Backup, install a custom rom (wiping in the process), and once the rom is installed use Titanium to restore whatever app data you want. I'd caution you to only restore the data, not the apps themselves if possible. Redownload whatever apps you can.