I did the same thing, and thought the same as well. Turns out that you have to go and find all your free apps yourself. Any you purchased will show up in Downloads as "purchased." You can re-download those for free.
Did mine yesterday. I just went into the marketplace, selected "downloads" and all of my purchased apps were in there. I just downloaded them again, no worries. Now on the other hand, none of the free apps I had on my old phone were in there, so I've had to download those as I happen to remember them.
The main problem is downloadcrutch which no longer exists apparently and none of the led light apps work. OH well. I figure all the apps I forgot aren't worth downloading.
You can use an aftermarket program on the market called Astro File Manager (http://www.appbrain.com/app/com.metago.astro)
There is a backup feature which allows you to back up your programs to an SD card and then reload them later. This is what I did with my Eris -> Incredible. Hope this helps!