I went from Leedroid 2.3 w/apps2sd to CM7 RC1. CM7 is WAY faster and has a lot of nice options that aren't found in the HTC Sense framework. HTC Sense does look awesome though (IMHO) and has some really nice integration with Facebook and Twitter. The stock Sense widgets are some of the best I've tried and really wish they were available for CM7.
If there was a nice build of Sense 2.0 for the Desire running on top of Gingerbread, I would be tempted to switch back. But for now, its CM7 all the way for me.
HTC Sensation - CM10
HTC Desire - *SOLD*
HTC Magic - CyanogenMod 6.1.0