Move iCloud files locally, fix sync after password change

I currently use iCloud for specific apps on my iMac, iPhone and iPad, but now I want to keep all of my files locally on my iMac and discontinue using iCloud except for Contacts and Messages. What is the best way to do this without losing files, contacts, or messages?

To add to my problem, I changed my apple password on one device while still be signed in on the others with the old password and now my 3 devices are not syncing. Thanks for any help you can offer.