I'm running a home-built FroYo ROM now, so have no HTC Sense or any other branding... But useful apps I have are:

JuicePlotter
SweetDreams
DataCounter Widget
XiiaLite (DroidLive)
K-9 Mail
AudioManager
SpareParts
SilentBoot
VoiceCallerID
AppBrain
AppAware
SMS Backup&Restore
Kindle
Google Sky Map

I also have a few apps which are there due to me being rooted/running a custom OCUV kernel:

SetCPU
RootExplorer
Superuser Permissions
Custom A2SD++ Scripts

[Edited on 06-07-2010 by PaulW]

Just got mine, which apps are actually useful?

PaulW's Apps on the HTC Desire

Phone: HTC Desire
112 total, 110 free (98%), 2 paid (1%), 108MB total size, $4.86 total price

• XiiaLive Lite [DroidLive]
  
• Family Guy SoundBoard
  
• Space Man
  
• Useless Facts
  
• Gem Miner
  
• Ripples
  
• Fps2D
  
• OI About
  
• Open GPS Tracker
  
• Dropbox
  
• World DroidCup (World Cup)
  
• Android System Info
  
• aLogcat - Logcat Application
  
• AppBrain App Market
  
• LauncherPro Beta
  
• MySpace Mobile
  
• Tower Raiders FREE
  
• My Maps Editor by Google
  
• AsciiCamera
  
• Androids Around 2
  
• Zelda Soundboard
  
• Bluetooth File Transfer
  
• Penetrate
  
• Mario Soundboard
  
• Layar Reality Browser
  
• c:geo ~ geocaching for Android
  
• ConnectBot
  
• DailyStrip
  
• Photoshop.com Mobile
  
• Poke A Mole
  
• Network Discovery
  
• FxCamera
  
• Antennas
  
• Robot View Beta
  
• Magic 8-Ball
  
• Dot 2™
  
• Sweet Dreams
  
• Phonalyzr
  
• AppAware Market and Twitter
  
• Moon Phase
  
• Shazam
  
• aDyno
  
• Meteor WVGA (EVO, DROID, X10)
  
• Slugs
  
• Microsoft Tag Reader
  
• Newton's Cradle
  
• Metal Detector
  
• Graviturn
  
• Sensor List
  
• Tux Rider – Android Edition
  
• Chappelle Wayne Brady
  
• Light Racer
  
• Chappelle Clayton Bigsby
  
• Quagmire (SoundBoard)
  
• Chappelle Tyrone Biggums
  
• Chappelle Plead Fif
  
• Chappelle Rick James
  
• Spare Parts
  
• Peter Griffin Soundboard
  
• Chappelle Prince
  
• Chappelle Samuel L Jackson
  
• My Paper Plane
  
• Chappelle Lil Jon
  
• WaveSecure UninstallProtection
  
• WaveSecure Mobile Security
  
• Pkt Auctions eBay
  
• PayPal
  
• shareQR
  
• Airplane Toggle Widget
  
• Silent Toggle Widget
  
• GScript Lite
  
• Bender soundboard
  
• LED Desire Light
  
• AudioManager Widget
  
• Data counter widget
  
• JuicePlotter
  
• SetCPU for Root Users
  
• Root Explorer (File Manager)
  
• Silent Boot
  
• Google Earth
  
• Ethereal Dialpad (synthesizer)
  
• Tuner - gStrings
  
• Wifi Analyzer
  
• fring - free video calls, IM
  
• RealCalc Scientific Calculator
  
• Google Sky Map
  
• Bubble
  
• PhotoFunia
  
• Bump
  
• Unit Converter - ConvertPad
  
• Falling Ball
  
• Periodic Table - PeriodicPad
  
• XE Currency
  
• PicSay - Photo Editor
  
• Engadget
  
• GPS Status
  
• Blow Up (LITE)
  
• PlinkArt
  
• Voice Caller ID
  
• Google Goggles
  
• Startup Manager
  
• Abduction!
  
• Replica Island
  
• Shake - Uninstall
  
• Google Translate
  
• Aldiko Book Reader
  
• Frozen Bubble
  
• Photobucket Mobile
  
• The Weather Channel
  
• Facebook for Android
  
• Google Maps
  
• SMS Backup & Restore
  

So what do you lot have?

Personal favourites of mine are myPlayer (iPlayer) & Gmote