I recommend the Home Switcher app too.
However, I eventually just left HTC Sense as the primary home app and created a shortcut on the homescreen to the native android 'Home' app using Anycut. So now, I can just launch the native android Home app from the homescreen shortcut icon, and this allows the keypad Home key to just go back to HTC Sense without any popup selection. I like using the the three homescreens on the native android Home app because no matter what HTC Sense scene I switch to, those three homescreens are 'static' and don't change except for the background which is in the HTC Sense scene I switched to.