if your looking to customize your phone with custom themes and apps start by rooting it, i believe there is a walk there here that makes it simple. from there its all about personal preference, you just have to find roms for your sprint hero, read about them, find out what works and what doesn't and then decide what you want to do from there. there are lots of good roms out there, some have senseui some dont, some are 1.5 based some aren't. No one can really tell you the most ultimate theme or rom without being biased.... they are all good, and at the same time they all have small issues or bugs. as far as apps go, my top 3 faves that i recommend are wheres my droid remote wipe and advanced taskiller.
hope that helps a bit