As long as the voltage is correct they aren't going to damage the phone. One with a much larger capacity (2000 mAh or 2450 mAh) will probably need a custom phone back as well - you can't make the battery much larger and still fit it in the Desire with the back on, and you can't fit a hugely larger capacity into the same volume while using the same battery chemistry, because that requires more electrolyte.
However, you don't always get what you expect with batteries. A lot of third party batteries have a lower capacity than they claim, so I can't promise that the 1450 or 1600 mAh batteries will really give you more capacity than a genuine 1400 mAh one. But actually getting a genuine one can be tricky with an old phone - I bought a replacement a year ago from a reputable dealer, but had to return it as defective (I am sure it was fake, but "defective" was an easier line to take - it clearly didn't have the correct monitoring chip in it, as it reported the same voltage and temperature to the phone regardless of usage, so I reported that as a defect and returned it).
All I can say is that you can try it and see. But if there are believable reviews available, read them first.
BTW, mAh means "milliAmp-hours". So a 1 mAh battery can supply a current of 1mA for 1 hour. Hence a 1400 mAh battery can supply a current of 100 mA (0.1 A) for 14 hours, or 1.4 A (1400 mAh) for 1 hour, etc.
