I got a 2400 mAh battery from Battery Bay (
http://www.batterybay.net/Extended-Battery-for-HTC-Desire-p/htccs-ht8181xl.htm). After two days, I can't tell if it's really better than the original. Also, the flash LED hole in the back cover is too small and the pictures come out bad (no light in the corners).
I waited until the battery was "empty" and the phone switched off and then measured the battery voltage which was 3.85 V (with a light load). If you look at Li-Ion discharge curves (use Google), you notice that the battery could be discharged to 3.0 V or even lower. If you stop at 3.8 V, you get only half or so of the battery capacity.
I'll measure the voltage again after the next discharge and try to add more load to the battery..
I also e-mailed to HTC, but I don't really expect them to change the software to allow for deeper battery discharge (depending on the hardware, it may not be possible).