Follow http://wiki.cyanogenmod.org/w/Install_CM_for_m8

1. Unlocked bootloader using http://htcdev.com/bootloader/.
2. Flashed TWRP (https://twrp.me/devices/htconem8gsm.html).
3. Took a full backup with TWRP.
4. Powered off
5. Move MicroSD card to PC
   1. copy TWRP backup to PC
   2. copy CyanogenMod to SD card
6. Re-insert MicroSD card
7. Boot to recovery and install CyanogenMod 11 from MicroSD card
8. After a test call had a bad audio issue. It sounded like the speaker was cracking and could get damaged (http://forum.cyanogenmod.org/topic/102031-cm11-nightly-20141116-audio-issue/page__st__20). Immediately powered off and installed CM12.