You won't have any problems installing multiple desktop environments. Nothing in the system will stop you from installing KDE, GNOME, Unity, Enlightenment, and all the others all at once (except for disk space).

However, desktop environments will often "argue" with each other and overwrite settings. For example, installing KDE on a system will very often break a Unity installation by overwriting GTK or similar properties. Similarly, installing Unity will break KDE most of the time.

Unfortunately for you, these incompatibilities are very hard to repair after they've happened, so this is a risk you must be willing to take with your system. If you want to explore different environments, I'd highly recommend you use VMs until such time as you find one you like. Then, install that one and only that one on your system.