Well your evo wont let you move them all over (some have to stay on the phone itself to work)... what you are actually doing is making backups of the apps. To check and see which ones can be moved, do this: on your evo: Settings/Applications/manage applications/all/press on an app, and look down, you will see a couple of buttons, clear data, (I think this is like clearing out the cache), and a button that says eith Move to SD card, or Move to Phone... if its greyed out, you cant move it. If it say move to sd card, and its white, you can move it over to your sd card. Hope that helps!
If you decide to root your EVO, its very important to back up everything especially the stock apps that came with your phone.
Right now I have a rooted evo, with all the stock apps, except I took off the stupid amazon mp3 so far... I havent taken off anything else yet. so if you want to delete those awful nascar and such apps, look into rooting your EVO, but you must read read read all you can on it. I read everything, and still needed help. Its pretty safe to ask questions, most folks will help you out just fine or point you in the right direction. If someone is rude to you about your questions, just report them to the Mods... its very important that everyone treats everyone else with the respect they deserve. Also there are folks around here called guides, they are a great help with all your droid questions. being new myself, I am picking up quite a bit from these fine folks here.