+1 to all the above.
I've had mine now for almost 13 months and I love it. I've customized it quite a bit (rooted OC/UV) and its configured exactly as I want/need. There are some who have posted that it isn't for them (for a variety of reasons), but as stated previously the vast majority of us DX users are quite happy. You may want to try it for a few days if you can arrange that as part of your purchase, and see how you like it.
I've never used an Ally so I can't compare the two - I've come to Android from the Palm world - but to me the DX is by far the BEST phone I've ever owned. Is it perfect? no, but the the few issues it has are nothing compared to what I've had to deal with previously. And to let you know, the main issue I see with the DX is the lag that occurs sometimes when swiping from homescreen to homescreen, and sometimes also switching between apps. But to me a few seconds between screens or apps every now and then is not a problem.
Some of the things I like about my DX:
*beautiful big hi-res screen
*phone volume and call clarity are excellent, even the speakerphone works well
*the radios are spot on, no dropped signal problems for phone or data
*battery life is pretty darn good
*hot spot functionality works well for those few times I'm not near a public station and really need it
*form factor works well for my big mitts
*lots of apps available that work well on the DX, many (most?) are free
*the camera on my phone takes pretty good pictures and video - I know some have complained here about the DX's camera but that may be an issue only with certain phones
yeah, I'll probably upgrade at some point. Droid Prime? Maybe... or perhaps something with a physical keyboard like the to be announced Droid 4 or something similar (that is about the only thing I miss from my previous Palm phone - I just like the tactile feel of real keys).
Hope this helps!