I came from a 3GS. Upgraded to iPhone 4. Bought Droid X. Returned iPhone 4. Here are my thoughts based on what you're experiencing:
Android is a completely different eco-system. If you've been used to Apple products, iTunes, and how things work on iOS, you're going to feel uncomfortable for a while. You'll definitely experience a sense of freedom, but you'll also have to do some work to get things the way you want them.
With iOS, pretty much everyone has the exact same experience with the UI. This is both a good thing and a bad thing, and is simply a result of different philosophies. Apple knows that everyone will be able to use all of their products with ease.
Those that are comfortable and content with iOS would not even be looking elsewhere, so I've got to ask why you even gave Android and the Droid X a try in the first place? You must have either been tiring of the same old experience on iOS, or you're looking for something that is missing. You simply have to weight what you've gained against what you miss, but don't do it with less than a week's worth of experience.
Take battery life, for example. There's a trade-off between Apple's approach and Android's approach. You'll get better battery life with iOS, for sure, but you're also very limited (even with iOS 4) with what you can do. Android has complete flexibility, but many of those conveniences come at a cost of a certain amount of battery life. Live Wallpapers, for example, are very cool and may give you a certain amount of pleasure when using your phone. But they'll take a chuck of battery. Background notifications for everything under the sun is nice, but they'll take a chunk too. You have to find a balance that's right for you. Thankfully, there will be a bigger battery that will not only last longer, but will also provide a spare. With iOS devices, you have longer battery life but you can't swap. So it's a trade-off that you'll have to weigh for yourself.
I'll admit, there are some things I miss with my iPhone. In fact, I'm still thinking of using my deactivated 3GS for iPod functionality. I've found no good solution for podcast syncing that works as well as iTunes and I listen to them almost every night at work. I found some apps that will sync them, but I can't see which ones are new/old.
So I'd say give it some more time. Keep customizing until you get the Droid X the way you want it. THEN decide what to do. Don't be ashamed if you want to go back to iOS, there's certainly nothing wrong with that. But don't be surprised if you don't want to let go of the freedom Android offers as well.