most useful - Easytether Pro (9.99 but there is a free trial version) Cancelled my home inet with this one time purchase. The savings from inet alone practically pays for the phone and service.
from there, nothing to extravagent and all just based around personal preferences.
jorte calendar widget
Sense clock
gmail notifier
more widgets (2.99 or something like that... allows you to place 4 apps in the space of one)
desktop visualizer - free - allows you to switch any picture you want in place of boring or ugly apps you have on your homescreens.