If I start off using the tgz installer can I subsequently start using a package installer (rpm or deb)? Is it as simple as pointing the installer at my previous installation?
depends where you installed the tgz at. as I've never used the rpm I don't know where it installs splunk. given that everything you need is both in the tarball and rpm why switch?
The rpm and deb installers put the files in /opt/splunk. Ideally you'd move your existing installation aside, do a clean install via package, and then copy all of your local configuration (etc/system/local, etc/apps, etc/users, licenses, deployment manager files) into the new installation before starting Splunk. That way the package manager thinks it's a clean install rather than dealing with pre-existing/customized files.