Welcome aboard. It seems you have pretty much the same intrest to maximize your phone capabilities as most of the users on this board. Eventually the best way to do this is to have your phone run some "custom roms". Basically these are operating systems that have been tweaked to run faster with many more options that the original software that is on your current phone. Don't be scared or to hesitant to look in to this because it is rare to brick your phone when attempting this. Just follow the instructions, which are detailed very clearly and you should be enjoying your phone more than ever.
Here is some links to get you started. I recommend you reading them throughly before attempting any kind of customization though. It shouldn't take too long and you will be glad you did because the payoff will be extremely exciting.
First off make sure you know your carrier ie. Sprint/Verizon=cdma or GSM=tmobile att. These have different requirements so match your phone accordingly. Here is the cdma upgrade link.
http://forum.ppcgeeks.com/showthread.php?t=93252\
Personally my favorite rom is a windows 6.1 rom, with "sense" UI. An HTC creation that runs fast, and works very stably . Check my signature. I would say flash that one first :P. But eventually try some of the newer 6.5 roms too.