I know there's a command to let compiz take over from whatever windows manager is running, using compiz --replace &, same for unity with unity --replace &. What are the similar commands for other window managers (e.g. KDE4's plasma, Gnome, LXDE, XFCE)? And will this take all running application windows along?
Pretty much any window manager can replace the one currently running. Normally, you use the --replace option. Read the window manager's man page for details. You just need to determine the command name for a particular wm. Google or apropos can help you there.
Examples:
xfwm --replace # xfce, I think
metacity --replace # default wm in Gnome 2
icewm --replace # old-school wm, my favorite back in the 1990s before modern wms
Switching wms won't have any effect on which windows are open, though it'll likely affect their placement.
By the way, even though desktop environments such as Gnome, KDE, or Xfce have a default wm that works well with the environment, window managers are actually separate and can normally be mixed and matched. Note, however, that some window managers also provide some other features, such as panels, which you won't have if you switch wms.
Determing the proper command to use: These kinds of things are really easy to determine for yourself. Just take a guess at the beginning of the name. For example, "open". Then start typing the first few letters and hit Tab. If the name isn't completed, hit Tab a second time to see a list of possible matches. Once you've found the command name, type man <command_name> to access documentation.
If you can't find the command name that way, look at the process list through some system monitor such as htop while the program in question is running. You'll see it there, though you might not be able to use the command in exactly the same form as it's listed, particularly if it's running through an interpreter such as Python.
