If you're rooted, you can use Titanium Backup from the market to store the app backup on your sd card, then put it in your new phone, download TB on the new phone and do the restore app+data option...it will install and restore from the backup on your sd card.
This is the easiest method in my opinion, but again, TB requires root. Otherwise, there may be other apps on the market that will let you do it without...just search for "backup" and see what it brings back. If you know where the app data is stored, you could also connect your current EVO to your computer and transfer the folder there, then move it onto your new phone when you get it.
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