There's no way to get rid of sense short of rooting and flashing a custom rom. In the process you will void your warranty, but I've done it several times and haven't broken anything yet. If you don't like peep, you can download any twitter client you like from the market. You can also replace a lot of the sense apps with others, handcent, k-9 mail, acontacts, etc. You can even use a home replacement like adw or launcher pro to get it off of your home screen, you won't be able to use the HTC widgets though.
If you want to root and reflash, look in the Hacks and Roms sections. There's a new "unrevoked" tool out that should do the trick and then you can just download rom manager and go from there. Good Luck!