Most people are looking for armbands (you guys have big arms!), but some have asked me where to find waterproof cases, sturdier stands to use instead of the integrated kickstand that can become wobbly when used with certain cases, and even mount-like contraptions to attach to gym equipment when there's nowhere else to rest the EVO. I would suggest something like a flexible tripod for the latter scenario, eBay for armbands, and iPhone stands that are compatible with other devices; I haven't seen anything waterproof.
As for app recommendations, there's a lot to choose from in Android Market when you search for fitness, jogging, running, exercise, and workout apps. Pay attention to the ratings and number of downloads, read the reviews, download what looks good to you, and take advantage of the Market's 24-hour refund policy on paid apps if necessary (don't abuse this).
Better yet, ask other EVO users what they use. And don't worry if you don't know of any users in your area because there are thousands of them right here at G&E.
How does the EVO fit into your workout routine? What apps/accessories do you use?