boot off a live cd
copy all data from partition you want to convert to seperate partition
format partition to filesystem you want to change
copy data back over
fix /etc/fstab to show new filesystem type
You will also want to make sure the kernel has support for the filesystem you want to convert to and that you have the filesystem tools installed for that filesystem.
You can just copy all your data off, reformat, and copy back.... I don't know if you can do a straight conversion... Perhaps someone else knows more about it.
You can easily go from ext2 to ext3 (and back again) without formatting. Besides those two, you'll need to backup/format/restore.
To go from ext2 to ext3, run 'tune2fs -j /dev/yourharddrivehere' and then change your /etc/fstab to mount it as ext3 instead of ext2. To go from ext3 to ext2, just change the /etc/fstab to mount as ext2 (ext3 is just ext2 with a journal, basically).