useful links: samsung galaxy s 4g

First off, despite what everyone says, the ROM Manager does not work correctly with the SGS4G, so don't even try it! See the links below for more information.

General Guides:
How to Root Your Android Phone

Benefits of Rooting Your Android Phone

CWM Recovery Menu Guide

SGS4G Specific Guides:

Noobs guide to Odin to flash your SGS4G (Windows Only)

Removing Bloatware From Your SGS4G

Utilities:
[ROM-ODIN]T959VUVKB5 Stock + Root
According to developer krylon360 flashing this rom, then using SuperOneClick to unroot, then formatting the SD card will return the phone to stock ;)

[Odin][Kernel] drhonk's Bali 3.3 for Froyo, Installs CWM!

Despite what many people say, ROM Manager does not contain the correct files (Custom Recovery, Custom ROMs, etc.) for the SGS4G. Using ODIN to install the drhonk's Bali 3.3 ROM will solve the issues with the Custom Recovery, but custom ROMs will need to be found elsewhere.

This thread is a great resource for the latest ROMs, as well as other utilities.