Please help changing theme

Ok, I know how to change a theme in WordPress. But here’s my question:

I have so many widgets and plugins running in my current theme. I know soem of them won’t work in the new theme. But what happens if I don’t like the new theme and want to go back to the old theme? Do all te widgets etc keep on running and will the website run exactly as it used to? Or do I have to start all over again building my site with widgets and plugins?

Thank you