I had a K750i before my iPhone, what an upgrade.
Sky Sports Football app is great for getting Live results of matches and results from others. (including info on formations, line ups and stuff)
Flixster is great for finding what films are on in the cinema and you can search for films and it'll give you a link to Rotten Tomatoes/other reviews of film you searched for.
Shazam is an amazing application, you put your iPhone against a speaker/headphones (loud headphones) and it will tell you what song is playing, very useful for finding the names of songs and to my surprise, it's very, very accurate.
IM+ is a great MSN app, can run in the background and alert you when people message you, also works for the likes of AIM/ICQ and other various IM services.
WikiMobile is a nicer way to read Wikipedia, scales the pages down to fit the screen and makes for viewing stuff on Wikipedia a bit better.
MobileAllowance is good and cheap, easy way to find out how many minutes/texts you have left (if on contract)
Lyrical is a decent little app to find out the lyrics of whatever song you are currently listening to.