One of the main reasons for disabling the lock screen on the HTC EVO 4G is so that you have instant access to everything on your home screen. The problem, of course, is that your phone becomes more prone to accidental operation if the power button gets pressed when it's in your pocket or bag.
That's where WidgetLocker comes in.
It's a best-of-both-worlds app that lets you add shortcuts and Android widgets (not HTC widgets) to the lock screen. It's fully customizable with options for different lock sliders and settings for interacting with the apps/widgets (rather than just viewing them), being able to change the volume, and using any hardware key to wake the EVO.
You can add/remove items to/from the lock screen by launching the app or—even better—simply long pressing on the screen like you do on the regular home screen. Settings are only available through the app, but you'll rarely need access to those once you have everything set to your liking.
WidgetLocker is $1.99 in Android Market.
Update: I just heard from the developer of WidgetLocker today that the latest version of Qik for HTC EVO 4G causes the phone's default Home to reset every time the user long presses the Home key. Qik has been notified of the problem but until it's fixed, the solution in the meantime is to uninstall the update by going to Settings -> Applications -> Manage applications -> Qik for HTC EVO 4G -> Uninstall updates.