The easiest way to make it faster is to use Titanium ("Windows Default") interface instead of Sense. It takes
much less memory, and I personally find it easier, faster and more intuitive to use, especially one-handed. There are many useful plugins for it. Also, if you're using lock on your device, I suggest replacing the default locking application with S2U2 - it's much more configurable and it frees up some memory, the Windows native lock is huge. Another thing you can do is replacing the default Contact app with iContact AE - it's faster and it makes it much easier to find contacts. Getting rid of Sense is #1 though.
2nd easiest thing you can do is overclocking. I used it for a while now and I see no negative effects. The trick is to find the settings that works for you (i.e. keeps device from freezing). For me it was 748 mHz but it is probably rom and device dependent. WiMoSpeed is what I use, very easy & simple.
Finally, you can flash another ROM - it's easier than it sounds
. There's a very good step by step guide on this forum. I like Vin's ROMs, they are fast and very stable. However, I was using Sprint default for almost a year, and while Vin's is faster, Sprint default ROM is not bad either, most of the slowdowns etc. can be fixed in settings, Sense is your #1 enemy.