Long press on the home screen, tap "App" from the Add to Home menu, scroll through the list to find what you want, and then tap what you want? Or maybe you press the "+" button in the HTC Sense dock or press Menu -> Add to Home to get to the menu instead.
While these are all perfectly fine ways to add app shortcuts to one of your home screens, but did you know that you can also add them directly from the app drawer/tray? All you have to do is long press an app in the drawer and it'll automatically appear on your active screen (or ask you to move it to another screen if the active one doesn't have any room for it).
This isn't unique to the EVO or a new feature, but it's one that I think most people don't know about because more things can be done using the other methods. It comes in handy when you're scrolling through your app drawer, though, because if you see something you decide that you want on your home screen, you can just do a long press to get it there. This is obviously much faster than having to get out of the app drawer to follow one of the "Add to Home" paths.