Most actions can be undone relatively easily.
After selecting a power, you can unselect it by clicking on it again.
After adding a slot to a power, you can remove that slot by holding down shift and right-clicking on it again.
One thing you won't be able to simply undo would be replacing one enhancement in a slot with another, but if you know you're going to be playing around with slots a bit and want to compare two different slotting options, you can switch back and forth between the two by holding down shift and left-clicking on the enhancements in the power.