I'll just link some stuff. I'm being lazy. If you have any trouble getting them to work let me know.
First off you'll find a pile of cool stuff in this thread. Its pretty long but it will show you all kinds of home screen setups.
You'll need an account to download from there.
I really recommend SBP Mobile Shell 2.0 You should be able to aquire it pretty easy. After you check it out you can find custom icon sets here.
One of the more popular sets. HTC home customizer found here.
Download Vtap for viewing you tube videos.
SkU2 is a handy lock device that mimicks the Iphone.
Battery status gives you visual info of battery life, storage and memory with quick launchs to your storage card etc.
Windows live search is by far the most usefull app I have. Get GPS tracking as well as finding anything you want or need around town with contact info and gas updates etc.
Check the wiki at xda for all different kinds of rom's and radios as well as other hacked software.
I use this dialer its a bit smoother than the default one.
Touch commander is similar to SBP Mobile Shell 2.0 only it slides from the home screen instead of within the app.
That should get you started in the world of tweaking and finding apps. Beware its addicitive and you'll obsess over it until you get it setup how you like it. As with your computer don't clutter it up. Try some different stuff out and when you find what you like delete the other stuff.
Itask is great if you feel like a Iphone theme.
Here is a sweet backdrop for the Sk2u
I'm probably forgetting lots of fun stuff but I'm sure you'll find things yourself. Here is what mine looks like.