The three things I absolutely hated about my BB Curve were the crappy browser, locked GPS, and inability to download more than two apps (thanks to the miniscule internal storage). The DX solves all those problems and more: the browser is amazing and quick, the GPS is fully usable (though a bit of a battery hog) and Google Maps/Navigation is incredible, and there are 8 GIGABYTES of internal storage, so you can install as many apps as you'd like!
My basic suggestions for your DX are: register for AppBrain and download the AppBrain app and the Fast Web Installer once you get your DX. Then download LauncherPro: it's much faster and more customizable than the stock MotoBlur. You can also get lots of cool widgets if you pay a buck or two and get the unlock code for LancherProPlus. You should also check out the "Post your Droid X screens!" thread in this forum so you can see what widgets everyone has downloaded. Almost everyone is using LauncherPro (you can tell because they have the dock on the bottom) and most are using Beautiful Widgets, a great little customizable widget that shows you the current time, date, and weather.
As far as other apps, you should consider Handcent SMS or chompSMS for text-messaging; the stock messaging app is very basic, and Barcode Scanner is great for scanning QR codes (those funky square barcodes) which take you directly to Market and website links.