There's no way to go back to the previous OS/Sense version without either some technical jiggery-pokery (e.g. rooting), which could brick your phone and void your warranty, or sending your back back to HTC (or your network provider) to downgrade the ROM. HTC or your network provider are unlikely to downgrade your ROM for you; they'll most probably just flash the current ROM again - which might do the trick. (There are several people on this forum who've had this experience, where HTC ignore such requests.)
However, whether by rooting, sending back your phone or doing a factory reset, you'll lose all your data and apps, unless you have them backed-up.