Hi, I'm the thread starter - and thanks to this forum, I have managed to upgrade and downgrade at the same time, successfully. That is, I've upgraded to 4.3.3 with no major snags. Anyway - just to share my experience - check again to make sure that you don't really have 4.3.3. Check with the .shsh files that are saved. I also never upgrade to anything, but Cydia has automatically saved the 4.3.3 blob for me. Maybe u need to upgrade your Cydia and springboard first - then maybe it'll save it for you.
Based on my experience, 4.3.3 isn't that great - no major difference. As for the highscores, data saves, etc. - some apps are saved, some are not. I don't know how this really works. But make sure you do a backup first. Most likely, if you restore from backup, all the data are intact. I also say - go directly to 5.0 - save you the trouble of upgrading it later. Just wait for a few weeks, then maybe the untethered jailbreak will be released.
Cheers