I've had my HD2 about a month now- loving it so far although it's not been completely without issues - needs a bit of work to run just right

There's plenty of software available as others have said. Win Marketplace is just a starting point but has a small range and doesn't let you choose where to install - quite annoying. It's worth installing OpnMarket, which has plenty of free apps. Or there are many websites.
Some of my favourite stuff is:
Bing - I'm using the US version since it has voice activated search
Aloqa - quite useful local information
Navicomputer - offline maps tool - I figure it will be useful when abroad to avoid data charges.
Shazam - very impressive music recognition
Nanogroove - also tried groovefish but I prefer this one
Sky mobile - program guide, remote record etc
My Player - BBC iplayer, Sky News etc
Core Player- needed for MyPlayer
IMDb mobile
Google translator - although haven't yet worked out how to get it to display Japanese characters correctly.
Google mobile
also enjoying the preinstalled Teeter & solitaire games. I really like the animated weather too - if only we had more extreme weather around here- mostly just shows clouds
And I've applied a few tweaks as suggested here and on XDA forums:
brianstaskbar - very nice connection status and battery indicator
curtain - removes curtain behind network operator name
Transparent Slider - makes home screen tabs transparent
KeypadLEDcontrol- makes the buttons light up whenever the screen is on. I'd love to meet the joker who designed them not to light up until after they've been pressed!
Vovichek20shcut - change quicklinks grid to 5x4
Mark all as read - for email
BSB tweaks - needed this to turn off error reporting, which was causing a few issues
CSMI- to change program/folder icons in the start menu- was getting sick of the boring yellow folder icon
Treesize mobile
Still running the 1.43 O2 ROM since it's fairly quick with no significant issues. May upgrade to HTC 1.66 at some point.