Personally, for the first week I'd let it run flat before charging. Even then, wait a few minutes, turn the phone back on and let it run flat again. I know Li-Ion supposedly do not have a memory, but they need to 'learn' how to charge fully.
Here's a quick guide that works wonders for the folks at TechTime:
Old HTC Desire Trick for HTC DHD, To also help with Battery Life you can do these steps exactly: 1) Turn your device ON and Charge the device for 8 hours or more 2) Unplug the device and Turn the phone OFF and charge for 1 hour 3) Unplug the device Turn ON wait 2 minutes and Turn OFF and charge for another hour Your battery life should almost double, we have tested this on our devices and other agents have seen a major difference as well.
For the first few days my DHD was running flat very fast. I let it run flat, turned it back on and let it run flat again before charging. I did this for the first week to 10 days. Now my DHD lasts 2-3 days on normal use and 12+ hours on heavy use (PocketLegends, browsing, constant Wi-Fi connection (I pretty much am playing with the phone all the time, I have no life).
If I can find the guide that explains how Li-Ion actually DO have a memory (or at least need to be taught how to charge fully) I'll post it (or a link) here.
Cheers,
Sombre.