I've had a few new phones lately and currently own a HTC HD2, choosing a phone also depends on you, before this HTC i had a HTC magic running on android, and that was a superb phone and before that a Blackberry Storm 2 and a Nokia N96.
The HD2 is a windows phone also superb but to get the most out of it you need to be a little computer savvy, the upgrades and support for this phone on the XDA forums is amazing, the tweaks etc you can do to it are seriously impressive..
The Iphone is without doubt the easiest phone to use has prob the best UI of any phone currently available, but people like myself don't like apple's attitude and the way they do things, they are also upsetting a lot of developers and a lot of these developers are jumping ship and joining the android market as google seem to have a much more open relaxed attitude reguards apps etc…
So if you want a phone that does most of what you want you won't go far wrong with an Iphone, if you want a phone that with a few fairly easy tweaks will blow the Iphone away then the HTC HD2 is awesome…
Other wise what sits in between both these is the new Google Nexus phone, easier to use than the windows phone and lots of apps etc…