Custom ROMs have a lot of that kind of stuff built in, they're generally smoother/more stable/less crap preinstalled than the stock ROM. They're also built from newer versions of the WinMo build.
For me, the biggest reason to use a custom ROM is to get WinMo 6.5.5. I don't use Sense, and the stock applications in 6.5.x are a lot better than regular 6.5, plus there are some nice things like bigger soft keys, threaded email, etc.