This all depends on what you have loaded on the server. Such as IIS, SQL, Exchange, etc. Various configuration are used in reference to the computer name installed. Such as if you change a computer name that already has SQL installed on it, you will have to reinstall SQL.
Exchange is not so bad, IIS it can be done, but your Applicaiton and Anonymous accounts for iis will remain the same old computer name.
When you change the computername, of course it will keep all shares, but your users if mapping to the old computer name, will have to update their share connections. Data should remain.
My suggestions is to research this area with each peice of software you have installed on the machine to make sure by changing the computer name you will not disable the software.