I agree that Widget Locker is nice--Used it on my EVO 4G, the Sense update on my EVO 3D makes it unnecessary.
Ghost Commander or Astro are handy for mundane file management tasks.
I like to use my phone as a smart alarm clock, and Good Morning (by Moonblink) is good for that. Each morning it reads me all the items on my calendar for the day, gives the weather forecast, and reads whatever message I have typed in for it to read. Wakevoice is similar, but different. Reads the news and gives a generic horoscope (you can turn any of these features off on either app) and makes lame little jokes.
If you like to use your phone for navigation, it is worthwhile to have a backup to Google Navigation that will work when out of cell range. I am very happy with the Copilot navigation apps. They have various grades of nav software depending on how much you want to spend. I believe the cheapest is ten bucks. I have one of the higher grade ones (bought the Premium version during an introductory special) and it has been really helpful a couple of times when I got lost out in the boondocks. All data is pre-downloaded to your SD card so no 3G service is needed. If you balk at the ten bucks, consider how embarrassing and irritating it is to be lost in a strange place, and how much time and gas you can waste that way.
If you're into nature, the Audubon Guidebook apps are excellent.
A good backup is worth having, I use MyBackup Pro.
Good games are out there. I recommend Carcassone, Robo Defender, and Bejeweled 2.
Documents 2 Go lets you read and edit Word Processor and similar docs on your phone. Worthwhile if that's something you might do, otherwise of no use.
Alternate keyboards are favored by some. I recommend SwiftKey X.
If you like live wallpapers, I've generally been pleased with the ones from developer Kittehface.