No worries about where to put your apps on the sd card, that's handled automagically. There is a minor bug right now - apps on the sd card that you place a reference to on your desktop will lose their proper desktop icon but that should be fixed fairly soon, HTC knows all about it. They still work tho.
You can choose whether to put apps on the sd card or not for the most part, although some are restricted to only store internally - not lots tho.
No worries about phone replacements either. If you accepted the default setup to back up your phone to Google, then your apps will download automatically to your new phone. You can check that by desktop, menu settings, Privacy. And you'll find a record of your apps on the the Market on the web. If the auto stuff ever fails or gets buggy some day, you can go to the web Market and push your apps to your new phone from there. Apps you pay for associate with your Gmail id, and those are yours from phone to phone without needing to repurchase.