Well when you get the Droid X and sign into the market, they should all show up in your downloaded apps, and if you're lucky, they may start downloading by themselves
I have noticed that this only works ONCE. Meaning, the first time you open your Market on your new phone (or new ROM, or after a factory reset) and go to My Downloads, you see all the apps you had. You can go through the list and download them individually. BUT... if you leave the market and go back in, you will ONLY see the new apps that you downloaded (or it will be empty if you didn't download any). Very annoying. I was doing this, no problem, then I received a phone call in the middle... and you know Verizon can't do calls and data at the same time... so even though I declined the call, I still lost my 3G connection to the Market, as well as the remainder of my list.
So, since then I've discovered AppBrain, just as Adrian suggested above. I use this when switching ROMs now and it makes it much easier. However, I still have never used their website. I simply sync AppBrain (via the phone app) before I'm ready to wipe. This creates a list of all your apps and stores it on their server. So then you wipe your phone (or, in your case, get a new phone), then download AppBrain from the Market, sign into it with your Google account, and it will automatically show you the list of your previously installed apps (and will also show you your currently installed apps, way down at the bottom of the list). The ones that you don't have installed yet will say "Install" and others may say "Update" if you have them but there are updates available. Regardless, you can click them individually and install them. Clicking one will take you directly to its install page in the Market. Alternatively, you can click the "Perform Installs" button, and it will go through your entire list letting you install all of your apps (you still need to do them one by one, but this just saves you a step in between). I personally prefer to click them myself. Also, I've had some apps say they can't be found... this will probably happen to your HTC apps.
And just to be safe, you can grab AppList (I think that's what it was called...) which just creates a text file listing all of your currently installed apps and stores it on your SD card. Nice for kind of a last resort type of thing