Check out this thread.
http://forum.ppcgeeks.com/showthread.php?t=17859
There are tons and tons of awesome programs that do almost anything you can imagine.
Definitely get yourself an app with a safe mode so you can fix your phone if it goes FUBAR on you. Can keep you from having to hard reset which is generally a pain especially if you dont have Sprite or another good back up software.
Conduits Pocket Player is the best media player in my opinion. If you plan on listening to music on your phone its a worthy purchase.
Ultimate Launch is a great today screen launcher that does some cool things and adds some Wow factor to your phone.
Viigo is a really cool rss reader and its free.
There are so many i could go on and on