You should not have ported your number from T-Mobile. Whenever I try a new phone (which is not that often), I always sign up and get a new number, leaving my old number active on the old carrier.
When I tried the EVO, I kept my number on Verizon, and got a new number from Sprint. I then forwarded my Verizon number to the new Sprint number, so that incoming calls would go to the EVO. If I had kept the EVO, at some future date, I would then call Sprint and have my Verizon number ported over, which would close the Verizon account, and the EVO would then have my old Verizon number.
I returned the EVO due to battery and data connectivity issues, which canceled the new Sprint account, with no penalty of ETF. Went back to my Verizon phone.
In your case, Sprint will not charge you to return the EVO and cancel the account, however, before you do this, you need to port your number to another provider (T-Mobile, Verizon, etc), in order to not lose your number.
If you simply cancel your Sprint account and return the EVO, your number will go back into the pool of numbers available to someone else.