You can take a look at XDA developers. If you are willing to root your phone, you can either get a stand-alone App2SD solution there, or upgrade to Froyo or Gingerbread.
Not all applications are movable, and even if they are, their widgets may no longer work. Changing your ROM is not for those faint of heart or short of patience. You can expect a lot of issues to pop up if you do. That said, you'll have a better phone in some regards.