It is my understanding that you cannot save the SHSH b/c for this to be possible, Apple would still need to be signing 4.3.3 You are in good shape otherwise, having the right iOS version which allowed you to jailbreak. You should be safe installing just about any apps from Cydia, applying themes etc. However, I would limit mucking around in the filesystem. If you hose the OS, you will have to restore to 4.3.5 until a new jailbreak is released.