Desire HD and Desire Z takes the HTC Sense experience an entire level further. I have owned three levels of HTC Sense (Droid Eris, HTC Desire, Droid Incredible, Desire Z). The 3rd iteration (Desire Z, Desire HD) is a huge leap over the 2nd iteration (HTC Desire, Aria, EVO, Droid Incredible, Legend), which is turn is a big leap over the first level (HTC Hero, Droid Eris).
I mean like, wow. Its very hard to imagine what can make the HTC Desire look primitive, but the Desire Z does.
Some people want the Desire HD, but the Z does have better battery life, its more pocketable, the screen looks sharper (certainly does over the Desire as well) and the slider keyboard is really nice to use. I originally wanted a Desire HD myself, but it wasn't meant to be and I am more than happy with the Desire Z.
The Nexus S looks very good too. It has its own unique pluses, a few negatives, but overall, it's going to be a matter of taste. For me it looks like a giant black glassy jellybean.
I also have a Galaxy S with the official Froyo. It is very nice. There is still some slight lag at times, but its lag ills have mostly disappeared with the new update. For the most part, it is very fast and smooth. The new update also brought nice new touches on the UI, plus all the Froyo goodness, like Flash, compatibility to the new YouTube app, and so on. The Galaxy S feels rejuvenated with the new update, and it is very strong with it.
Even even with a fixed Galaxy S, it just doesn't seem to have the polish and class of the Desire Z. This is one device, that looks, feels, built, and runs like its worth a million bucks.