I have to say I've had no problems with my Hero, and I'm still running the stock standard firmware. Should I start to see any problems, then I may consider moving to the custom ROM, but for now, the old "if it ain't broke, don't fix it" rule applies. I agree with some of the other posts, if you've actually performed a hard reset of your device and it's still lagging from power up with no additional apps running, then I'd say your phone is a faulty unit.
Regarding the HTC support argument - I'm willing to bet they will be seeing a lot of users who are finding that numerous apps running at the same time are causing lag. In order to get them off the support queue in one fell swoop so they can concentrate on dealing with those who genuinely have a problem (like yourself by the sounds of it), they fire off an email asking them to do a factory reset. I guarantee that a lot of the users who do a factory reset find that performance improves -at least until they resume downloading apps and using them without managing them properly with a task killer. At the end of the day though, it's not HTC's job to support the third party apps a user has left running on his or her phone, so the factory reset is always going to be the first option. Once they've ruled out third party stuff, they can get down to the brass tacks of resolving your issue. That's the way it works in all forms of diagnosis - elimination of probable causes until you find a cause you can't eliminate.
Out of curiosity, did you revert back to HTC support after trying the factory reset to tell them it's still an issue? The email response you received will have come from their first line helpdesk, in order to get it escalated further, you'll need to go back and tell them it didn't work. I daresay you'll have your phone replaced if it's faulty.
