[Sony Ericsson Xperia Mini, Mini Pro, Xperia Pro, A] Parkside:
Installing a rom is one of those things that seems daunting at first but is actually rather easy. The main barrier for me was understanding how to use and getting comfortable with the utilities which enable you to install a custom rom. These are flashtools, CWM (Clockwork mod) and to a lesser extent a program like titanium back up.

Installing a rom is much easier than rooting your phone, so if you already have root access (a process which probably took me a couple of hours first time) installing a rom is remarkably easy – once you’ve downloaded the rom it only takes 4 or 5 button presses, literally less than 30 seconds, to start the installation process.

The issue with a complete guide is that there are so many variables for example are you on Ginger Bread or Ice Cream Sandwich? Which build number is on your phone? Is your bootloader unlocked?

The most basic guide is as follows – I am assuming you have root access, the latest version of Ice Cream Sandwich on your phone and a locked bootloader.

DOWNLOAD and INSTALL

Xperia CWM Auto-Installer

Titanium backup, upgrade to pro it's cheap and worth the cash.

DOWNLOAD the rom you want to install put it on your SD card, if you used your phone to download, it will be in the downloads folder on your SD card. The ROM you download MUST be compatible with the latest build of Ice Cream Sandwich.

USE the CWM auto installer to install CWM on your phone - pretty straight forward once you've opened the app.

Use titanium backup to backup all your apps - not immediately obvious how to do this but not complicated. Not a disaster if you don't want to do this, you can just download them again from Play.

POWER off and then power on the phone.

Just as the sony ericsson logo appears start rubbing your finger across the screen, this will take you into clockwork recovery mode.

NAVIGATING in CWM

The VOLUME control scrolls up/down, the HOME button selects and the BACK key takes you back.

Navigate to backup and restore/backup/yes and backup your system - this will take around 10 minutes.

What you have just done is create a total backup of your system and because CWM can be accessed by your phone BEFORE a ROM loads it means that if your new installation goes wrong (doesn't ever load or causes bootloops) you can go back into recovery, select your backup and restore it. Once restored, your phone will work exactly how it used to.

CONTINUE to use CWM and navigate to factory reset.

As CWM tells you this deletes all user info from the phone. If you rebooted now it would be just like the day you got your phone - you'd have to go through all the set up again (google account, time and country settings, no apps etc.).

Do the reset.

USE CWM to navigate to - install zip from sd card/choose zip from sd card/downloads/(the rom you downloaded)

If you didn't put the ROM in the downloads folder you just need to navigate to find it - if there are lots of folders on your SD card press up rather than scrolling down because the folder list wraps around.

INSTALL the chosen ROM - doesn't take long - and use CWM to re-boot.

The first re-boot after you've installed a new rom can take a while, no more than 10 minutes though.

SUCCESS - new ROM!

DOWNLOAD titanium back up from Play, install it and use it to restore your old apps. But do remember that many ROMs come with better stock apps (the keyboard/music/browser etc) so it's not necessary to restore all of your old apps.

Individual roms will have their own instructions but rarely much more complicated than the above.

Advanced stuff

Custom kernels - these can only be installed if you have unlocked your bootloader. Simply put your bootloader will have been locked by Sony meaning that it can only have official kernels installed on it. If you unlock your bootloader you can install anything here. Many roms require custom kernels to work.

Custom kernels also allow you to overclock your device's CPU

Basebands dictate how the phone's antenna work and are installed with a kernel - you really don't need to worry about these unless the rom your working with says otherwise.

Advice - assuming you've got the latest version of ICS and a rooted phone install something like JJ's hybrid rom, it's stable and different enough to give you an idea of what's possible. It's popularity here (over 250 pages) shows it's a good one.