Now there are worlds of potential I myself havent even tested.
Of course you can fully theme your rom. You would probably be happy with tinkering with the basics for now. So grab a launcher like launcher pro, adw, go, etc and go to town with icons and dock bars and backgrounds. Create your own. you can set whatever pictures you like. Mess with your lockscreen with apps like widgetlocker or goto lock screen. Mess with other widget makers like minimalist text, beautiful widgets, fancy widget, simi clock, oneseven, slidescreen, digital clock widget, android agenda widget, circle battery widget, and jorte to name a few common widget apps.
If you really want to theme grab something like paint.net, its what i use recently, png gauntlet, 7zip, these will let you do some basic stuff. OK now grab your framework-res.apk file out of /system/framework and put it on your computer. Now open framework-res.apk in 7zip as an archive, drill down through res/drawable/hdpi folders in here you will find a ton of .png files, these make up most of what you see on your screen. Edit these to your hearts content, then optimize them in png gauntlet and put them back in the .apk and update the archive (just go up a few levels, it will ask). Now you will also find most of your .xmls that control colors and .jar and your .dex file in here that we can get another day. You can tinker for a bit in the .pngs for a bit. Now make a back up first but either put this in a flashable zip or push it back to system/framework and reboot, voila.
Also you can turn the phone into a complete home entertainment system which i think is neat. You can get game emulators like nesoid, snesoid, gearoid, etc and then get roms for those games and play them on your evo, whats even cooler you can hdmi that to your tv and play any game console you want on the tv. Now if you bluetooth your wii controller to it you can control it with the wiimote instead of the screen. How cool is that? Play every game you wanted on your tv with a wii mote by just owning an evo.
HDMI is probably cool in general since we can stream netflix now too.
I'll keep thinking...