I've done some things and made some applications for the HTC HD2. Here's a collection of links to the appropriate XDA pages or otherwise.
Keeps the keypad lights at the bottom of the phone on while the screen is on as well. Normally they turn off after 10 seconds of not pressing any hardware buttons.
Allows manually selecting the speed at which the CPU operates. Also allows limited overclocking capabilities.
Allows being notified about various events, such as a missed call, unread sms, etc. by blinking the keypad lights at the bottom of the phone.
Allows you to use the flashlight of the camera at the touch of a button so that you have a light anywhere you go. This isn't really restricted to HTC HD2 alone, but it was updated for this phone.
Modding the HTC Flashlight application
Besides having TorchButton to enable the flashlight, HTC released an application of their own on the T-Mobile US HD2 version. When starting this app, it shows a demo of the various modes it supports. I've patched this application to skip this demo and make it usable right away without having to wait +- 5 seconds for the demo to end.