Like others have said the first thing you should do is root the phone. Get it done before you install ANY apps and that way the setup won't take you several hours once you do get around to rooting it. Its a painless process will take all of about 20-30 minutes and once its completed you will have full control and the ability to do full backups. Without being rooted you won't be able to backup copy protected apps and even if you do backup non-copy protected apps those apps won't be linked to the app store. Once rooted get titanium backup (paid version, get the free version first) and once you get the phone setup how you want it, do a backup. It saves all your user settings, app settings, market links, etc. Then after the titanium backup do a nandroid backup, this will make a copy of your entire flash memory system for use later on, actually this should be your second nandroid backup, the first backup should be done right after you install amons recovery image. Then you will be able to enjoy the phone on 2.1 (i suggest using sense-able v2 when flashing the rom) and you won't have to go through resetting everything up later on. But trust me rooting the phone is the 1st thing you want to do. Don't be worried you won't ruin the phone, i promise. If you need any help most of us are available on the everything root section pretty much all day.
After rooting:
Titanium Backup
Wireless Tethering
Swype
Auto Mount
Astro
Speed Test
Wifi Analyzer
Bar Code Scanner
Seidio 1750mah battery is also a must have imo.
