How to safely try KDE?

There's a way to safely try KDE on top of an Ubuntu installation, keeping the possibility to revert the changes in case I dislike how it runs?

The absolute safest way to do that is to install it on a separate partition, but that's probably more work than you need.
What I'd recommend is to install Kubuntu. I'm not sure if that's really what you meant when you said "KDE on top of an Ubuntu installation", but Kubuntu is little more than KDE+Ubuntu. Just do:

sudo apt-get install kubuntu-desktop

on any terminal window (it will install a ton of kde packages). By the end, you'll get prompted if you want to use gdm or kdm as login manager. It's OK to choose either one, but kdm will give you the full Kubuntu experience.

Next time you boot, just before logging in, choose KDE as your session manager. It will use the same $HOME and the same root folder, and thus you'll still have all the same programs installed, and their respective settings will be kept. I might be wrong, but I think only the settings stored under ~/.gnome2/ won't be loaded by KDE (they are gnome settings after all).

Finally, you don't really need to remove KDE after that. You can keep using gnome regularly, and never choose KDE again in the session manager. If, for some reason, you do want to really remove KDE (maybe you need to free up space), here's what you do:

sudo apt-get purge kubuntu-desktop

kubuntu-desktop is a dummy package (you'll notice the removal process will be quick), removing this package will make apt consider all of the kde packages as unnecessary (since they were brought along by this one), so just do:

sudo apt-get autoremove --purge

If you chose to keep gdm as your login manager, you can stop here. If you happened to choose kdm as your login manager back in the first step, you'll have to either reinstall gdm (it's technically already installed, so you can just reconfigure it if you know how) sudo apt-get install --reinstall gdm or reinstall kdm again sudo apt-get install kdm.

EDIT According to @AnwarShah the method above for removing Kubuntu doesn't actually work. I don't have an Ubuntu machine on which to test that right now, so I'll just provide an alternative method.

The command provided in this answer, should purge all traces of kde from your system. Before running it you should read all of the packages and make sure none of them had been previously installed by you! Make sure to remove the name of any packages you want to keep. (Also, I haven't read through all of those packages, so I can't garantee anything regarding the commands effectiveness.)

Alternatively, you could keept track of all packages installed when you install kubuntu-desktop, and then just do apt-get purge on these packages. This requires the forethought of copying the list of packages back when you installed kubuntu-desktop (and remembering where you saved it), but it's a little safer to do.

Just install it...

sudo apt-get install kubuntu-desktop

At login (after entering your username) you can select which one you want to boot (gnome/kde/xfce/...) so it's always possible to go back to gnome, even without rebooting.