Welcome to the DX side! I love ADW - tons of customization options and nice bells/whistles, but still a good performer. I used Zeam Launcher, too, which was a lean, mean, speedy machine...but they discontinued support for it a while back. I noticed that I pulled down an update for it today, so I'll be very curious to see if they've got it back up and running again.
Regarding rooting: the primary reasons for doing that are to tinker with your ROMs/themes, to strip out mfg/carrier apps or bloatware, and to tweak your processor/memory/etc. for better performance. The DX is a good performer on its own, and unless you junk it up with lots of apps that are constantly updating, you really don't need to tweak a whole lot. Better performance is always a good thing, but you need to ask yourself if a 5% performance bump is worth the hassle of something potentially going wrong and having to put it all back together again. For some people it is, for some it's not.
Personally, I definitely think it's worth rooting to strip out the mfg/carrier bloatware. It's mostly useless, annoying junk that you don't want to see and will never use. Rooting with z4 or other methods is easy now, and once that's done you can use Root Explorer ($2 or something like that, but WELL worth the minimal cost) to get into the file system and rename or remove the .apk files of the bloatware. Just be CAREFUL - once you're rooted, you need to understand what you're doing before you mess with stuff. Always have a backup before you start tinkering. Once you're rooted, you can use AdFree to strip out ads from most apps, which is really nice, too.
Other apps I'd recommend in addition to the ones mentioned above:
- ROM Manager and Titanium Backup - if you're rooted, these are a must for backup and recovery
- Home Switcher - if you want to play with multiple launchers, this makes it easy to go back and forth, and to reset your default
- Dropbox - awesome app to sync files with your PC while you're on the go (Sugarsync is very similar, and while it lacks some features, it gives you 5GB space rather than 2GB)
- Lookout/Prey/Where'sMyDroid - security and backup apps, most have a way to remote locate if your phone gets stolen
- Watchtower/Elixir/Mini Info - great for pulling system info, killing stuck processes, etc.
- Dolphin Mini - similar to Dolphin HD, but seemed a bit faster to me; either Dolphin is better than the stock browser, though
- DIY Ownskin - this is a cool app that lets you download live backgrounds and modify them yourself (it's kind of hard to explain - just try it)
- SwiftKey - a terrific predictive keyboard that gets more accurate the longer you use it
Have fun!