There are actually tons of wallpaper applications, just do a wallpaper search in the market.
ChompSMS and Phonebook are much better than the default applications. Meridian is a kick ass music player.
ASTRO is a good file browser.
TasKiller is essential
Meebo is agood IM client
If you don't want to use 3G all the time you need APNdroid
That'll do you well for starters.