On pre-release Sense phones (like the demo version of the HTC Desire), and SOME older Sense phones (like the Hero) you could simply kill the Sense process, press Home, and Android would ask which Home app to use. If you chose Android you'd be back on the normal Android Home.
On all other Sense phones (all new ones, including the HTC Desire, Incredible, Evo, etc) you will have to root it and install a custom ROM to get rid of Sense.