Cyanogen has nothing ported over from Sense. If you quickly go through the ROMs on XDA in the Evo forums, you'll see lots of Sense based roms.
Even AOSP roms (like CM) but that are based off the Sprint/HTC base, and have Sense removed, will have the Sprint apps available either in the rom or as an optional install. This includes Sprint TV, Telenav, Quickoffice, Hotspot, etc. Oh, and everyone who includes Sprint hotspot removes any restrictions.
The advantage for CM is speed and a pure Google experience. If you want Sprint/HTC stuff in there, you'll have to use something that originates from the Sprint/HTC base.
Good luck.