You may want to change the name of your blog. I did.
Here are your options.
At Settings > Basic > Title, you can change what your blog is called without losing anything whatsoever.
So if your blog is called "Annie Oakley," you could change its name to "Wyatt Earp." Nothing else would change.
At Settings > Basic > Publishing, you can change your blogspot address to any available address, e.g. annieoakley.blogspot.com, wyattearp.blogspot.com. Changing the address does have consequences (below), but your other blog settings are not affected.
The chief consequence of changing your blog address is that any links to your old blog url would not change, but that url would cease to exist. Clicking any of those links would take you to a page that says blogger can't find the blog.
This includes internal links to your own content that you have made in posts and gadgets.
Also, your page rank would start over again at 0.
Finally, you can buy a non-blogger custom domain (www.annieoakley.com, www.wyattearp.com) if available, and transfer your blog there at Settings > Publishing > Add a custom domain.
This works out a little better, since your old blog address continues to exist and any old links are still live. However, your page rank still takes a hit.
In all cases, your other blog settings do not change.
I just have two observations about making such changes, having done it myself on this blog.