Migrating from Motorola Milestone (v2.1) to HTC Desire HD (v2.2)

I have recenty bought a Samsung Galaxy Tab (for a phone+eBook) for my wife and now a

HTC Desire HD for myself from MobiCity, I could have got the phones cheaper by importing them myself from the UK, but boy are those guys fast delivering.

Anyway so far:

• The phone is much faster as expected. Not only is the CPU faster and better, it has more memory and 2.2 runs Java programs way faster also.
• I have installed Launcher Pro, I was going to give HTC sense a go, but quickly worked out that its meant to look good and isn't as functional. I can fit way more icons on each screen now.
• I really like Andoid 2.2's wireless hotspot. Very handy. Set it up for WPA2 and my laptop had no trouble connecting.
• Coming from the Milestone I was used to capacitive buttons, but the ones on the HTC don't seem to light up enough (when off power). I think my phone is pending a few updates. I'm not going to update now on as I'm on 3G (on holidays), I'm crossing my fingers...
• The speakers on the phone are very quiet for ringtones etc, again I'm hoping an update improves things otherwise I'll try upping the volume via Audacity...
• What is it with the button order? Google need to mandate the order of the buttons, out of 3 phones I've used I have 3 button orderings...
• I also think that Android needs its own set of standard wallpapers, ringtones and alarms etc, its annoying to move to a new phone and not be able to set up the same ones.
• I'm also hating setting up all the apps and settings etc, hopefully this will improve as apps can now save settings etc in the "cloud" via your Google account.