Both are similar in overall speed and features, the main criteria here is whether you find the Desire HD's huge screen as meat or poison.

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Added on March 12, 2011, 6:25 pm

If you restore the backup, everything will be back to normal except the S-ON stuff, you'll need to turn the security back on, XDA has guides on how to.

if you already done Radio S-OFF and ENG S-OFF, it will remain forever in your phone..    until you do S-ON process back. 

1 thing, i never do S-ON yet, so i did not know how the phone look after S-ON process.. but what i know if you restore back the nandroid backup, it will change back your stock ROM, kernel etc.. for S-ON, you need to do it manually.. it will not auto change after restore nandroid..