fits in your pocket nicer, doesnt have a hardware keyboard, is slimmer and more comfortable to use
it all depends on your needs i see benefits for each device.
Desire HD - bigger screen and better camera, isnt that pocketable hands get tired
desire z - more solid device, hardware keyboard makes it ace for games and general use although the buttons are hard and overly spaced out. heavy device and already the slider joints are getting warn
Desire bravo - Pocketable size, comfortable to use and good for people who dont want hardware keyboard, camera is a bit iffy in certain lighting, longer boot times (wll be faster with sense update) stigma of being an older device
ive been using all 3, im not bias when i say i prefer my desire. it suits me better as it fits in my pocket nicely and does what i want it to do with a fully working customisation community.
HD would be a nightmare for me on day to day use if i wanted to keep it nice by putting it in a case
the Z is too heavy and i would rarely use the keyboard
like i said, each device serves a purpose