both phones are great.
if gaming is a big issue for you, you may want to keep the iphone. however, more and more good games are coming out for android. Open Fient is dumping a TON of money into getting iphone game developers to port their games to android, so i would assume the gaming will be similar in the next year.
the iphone just works, it is fast, and smooth, and pretty,its small, sturdy and has a great camera, however the app organization, lack of widgets, and lack of customization really kills it IMO.
the DX has a great screen as well, i really dont feel any envy towards the iphone 4 screen...it is just SMALL. the DX is fast, powerful, has an OK camera, great build quality, very customizable, widgets, great notification system ect. however it comes with its drawbacks, after coming from an iphone, you may see the size as a drawback. it is BIG, but still pretty light and thin and pocketable. it does get some hickups once in a while and some have problems with random reboot problems. but for the most part, it does everything i could ask for, and more.
i love the iphone 4, probably would get one for my wife if she was at all interested in a smartphone. they both are really great phones, with their "plusses" and "minuses" you just have to know what you want out of your phone and one will fit the bill better than the other.