IMO must haves:
Wireless Tether - free (but I donated) - Bye bye Sprint Hot Spot and the $30/month.
ROM Manager Premium - $5 - Download, backup, wipe, flash, and reboot in one click. Swap recoveries without having to boot into recovery, or reboot period.
Titanium Backup Premium - $4 - I've been hearing about recent problems, but dev is very responsive with fixes and updates; he'll straighten it out.
MyBackup Pro - $5 - Works differently than Titanium, and IMO they compliment each other perfectly.
Root Explorer - $4 - Works like ASTRO or EStrongs in the protected area, often saving you the hassle of ADB. Easily uninstall bloatware.
SetCPU - $2 - Great for setting up over/underclock profiles.
Quick Boot - free - One click reboot into recovery, fastboot, or back into Android.
Optional:
ShootMe - free - Shake your phone for a screen shot.
JuiceDefender - free (Ultimate $3) - Helps extend battery life.
CacheMate - Frees up RAM by clearing out your caches (not as important for Evo as it was for Hero).