The device itself is very nice in the hand. I know some reviews have included concerns about the button layout (the back button specifically), but I think it's fine. I can see why some reviews have complained that the device is sluggish, but again, I think it's fine. The screen is very nice and it certainly doesn't show up fingerprints as much as many I've seen.
A couple of things about the initial setup of the device: It picked up my network settings without even breaking stride - it didn't even tell me it was configuring itself. Then it offered up front to connect to one of the wireless networks that it could pick up in my house to speed up the rest of the process. Excellent. Going through and inputting all my details for 3 email accounts (GMail, Exchange and Hotmail) and 3 social networking sites (Twitter, Facebook and Flickr) does delay you from starting to explore the device, but it also gets it out of the way. HTC have done well here.
I should also say that connecting to wireless networks is made easier than I have experienced on any other device. The list of available networks not only shows you clearly with icons which networks are secured or not, but it also tells you the type of security in use. Having had problems connecting devices to a WPA-Enterprise/PEAP/MS-CHAPv2 network in the past, I really appreciate how easy it is on the Hero.
I've never played with an Android device before this, so I'm not sure how much raw Android I'm seeing. The HTC Sense user interface certainly seems seemless. It does, however, introduce some slight oddities. Considering that it has a Google OS at its heart, Sense puts my Exchange and Hotmail mail accounts front and centre (with notifications, etc), but my GMail account seems to be a second class citizen.
Also, as much as Sense is consistent in the interface of its apps (the same sliding view bar is present in the mail, Twitter and contacts apps), it's equally inconsistent where social media integration is concerned. People, the contacts application, integrates data and photos from Facebook, but there's no Facebook app (I hear an official one is due imminently); Flickr is the same. Twitter has a gadget and a full application (Peep), but isn't integrated into People.
One of the main issues that I have so far surrounds the calendar widgets and application. I like to have my upcoming appointments on my homescreen and the smaller of the two calendar widgets lets me see my next appointment (it would be nice to have the option for it to show two or three). If I tap this, it shows me the detail of the appointment, but the only options I have (unless I haven't found the others yet, in which case somebody needs a refresher on UX design, and it's not me) are edit and delete. I can't switch to a day/week/month view or to the next appointment. If I use the larger widget, which displays the current month I can tap into a day to see a list of appointments, I can't then scroll left/right to see the previous/next day - instead you have to drop back to the month view and select another day. This needs to be improved.
On the whole, I'd say that HTC's widgets are good quality, although I'm looking forward to seeing more of them, and in different shapes and sizes (I'm the sort of person who wants to tile as much useful stuff into the screen real estate as possible and right now I'm left with some gaps). I also think it's fair to say that the widgets that take up a whole page, don't always make the best use of screen real estate (Mail and Twitter, I'm looking at you!).
I've been asked by a couple of people how good a Twitter client Peep is. I need more time with it to really say, but I do know this already - it needs more notification options. On/off is not good enough. I follow enough people on Twitter than there are always new tweets. What I need is an option to be notified only if I get a new @reply or DM.
I still haven't tried all of the applications on the device, never mind those on the Android Market (although I did install Google's Sky Map, which I like), but so far it's a pretty positive experience.
One last thing, the speaker in this thing goes to 11! If I was in my early teens, everybody on the train would be able to hear my happy hardcore blasting out, not just one end of the carriage!