I have on my 8800:

PicoNews (similar to AvantGo)
Nav4All (freeware GPS navigation tool with spoken directions)
JiveTalk (IM client from which you can use most of the major IM services)
Yahoo Messenger
GoogleMaps
Windows Live Search
GPSEd (GPS tracking program which lets you record your movements and upload the tracks to a web site--this is still in beta)
TinyTwitter (don't use it much, but OK if you like Twitter)
Opera Mini (alternative web browser)
Facebook Mobile (a fellow FTer who shall remain nameless dragged me kicking and screaming onto Facebook--having the mobile version is really handy, I look like I'm on all the time )
Gmail client for BB
Google Mobile Updater (keeps track of new versions of Google apps and prompts you to upgrade)

Vodafone Germany has released OS 4.5 for the 8800 and a link is available on blackberryforums.com--don't think there's a 4.5 out for the 8830 yet. Check there for all the latest/greatest OSes/apps. I'll be upgrading to 4.5 tonight and will see how it goes. My only real worry at this point is that Yahoo Messenger won't work (AT&T tries to block it), but I do have JiveTalk if it doesn't.