It's faster and doesn't have Sense. My area doesn't have and will not have 4G anytime in the forseeable future.
If your area doesn't have 4G and you don't like Sense, I guess CM is an option - but in my experience with it, it's not the rom to end all other roms. Don't get me wrong, its decent, but the hype isn't worth it. People were shitting themselves on XDA when nightlies for the Evo started coming out, nevermind the fact that it ate the battery. It still is pretty bad on battery life, and this phone needs anything it can get in that area.
I do have 4G in my area, and in many parts of my office, I somehow get better 4G signal than the often intermittent voice and 3G signal. So not having that is sort of a dealbreaker for me, but CM will get it eventually I'm sure. It's just a matter of HTC releasing the right source and then integrating it into the next release.
I happen to really like Fresh w/ Launcher Pro (but I also like Sense).