Desktop environments and window managers are different things. GNOME
is a desktop environment. The window manager can be Metacity (default)
or Compiz, depending on whether you want to use compositing or not (3D
desktop effects). KDE is another desktop environment and its window
manager is Kwin. You can change window managers and still run the same
DE. Fusion Icon does this on the fly. You can use KWin in GNOME and
Metacity in KDE for example. What happens when you switch window
managers is that you get the decorations and themes for that window
manager in the other DE.

You need to be a bit careful, though. You can mess things up if you
don't know what you are doing. It is reversible, but it can be
confusing. For example, Nautilus is more than just a file manager. It
includes the GNOME desktop without panels. So if you run Nautilus in
XFCE or KDE you lose your XFCE or KDE desktop. It stays even after you
close Nautilus. You can get it back by logging out and back in or
opening the System Monitor and killing Nautilus processes still
running. If you launch Nautilus in another desktop Environment then
you should run it from Alt-F2 and use the --no-desktop switch after
nautilus. I learned this the hard way. :)

Ubuntu will be switching desktop environments with 11.04 from GNOME to
Unity. some distributions will stay with GNOME 2.x while others will
switch to GNOME Shell or GNOME 3. Unity's window manager will be
either Compiz or Metacity depending on whether you are using desktop
effects or not. You can install GNOME 2 (for the time being) or GNOME
Shell if that is your preference. GNOME Shell uses Mutter which is
what Unity previously used. Unity performance issues have been blamed
on Mutter which is a fork of Metacity and it has built in compositing.
I have a new computer with a 1 GB graphics card and lots of RAM and
GNOME Shell is choppy. I have tried to run it with Compiz and it works
better, but some strange things happen with colours bleeding through
windows. According to GNOME, GNOME Shell is ready. I am not so sure
that people are ready for it.

Linux is lots of fun because there are so many possibilities. You are
only limited by your own lack of willingness to experiment. I think
that this is the ideal time to check other desktop environments out,
especially if you are a GNOME user. Change is coming and you can only
avoid it for a short time. You are ultimately in control and do not
have to switch distributions if you are unhappy, just DEs. Try KDE or
XFCE for a week. If you don't like it then you can just switch back to
GNOME. It is just a matter of an extra mouse click at login.