I'd imagine that if Trump does well in the early states, the establishment will aggressively move to select one candidate and bet the farm on him. Massive money, endorsements, media, etc. Right now it seems like Rubio is that guy. The winner take all format should help the establishment candidate capture many delegates.
Most delegates are state/district level politicians. Trump being the nominee would likely result in a nationwide annihilation of the republican party, meaning it would be in many delegates' best interest for him not to win. I don't think it would be hard for the GOP to convince his pledged delegates to switch their vote at the convention. Likewise any delegates won by other candidates would likely side with whoever the remaining establishment candidate is.
Trump would likely retaliate by running for third party, but ultimately that wouldn't be nearly as bad of a result as Trump being the party's nominee. The GOP would lose if Trump ran as a third party...but it wouldn't be a state wide massacre (they'd keep the house, likely senate, etc).