Although I am a longtime Apple guy, I never got an iPhone because I was with T-Mobile and its predecessor, VoiceStream, for many years. Finally, though when my T-Mobile contract rolled over to month to month, I held my nose, shifted to AT&T, and got an iPhone 4. Like the OP and several other posters, I don't like having the homescreen orientation locked into portrait mode when I use landscape for Web browsing, texting, and several other things. As the OP noted, it's not the end of the world but it is just another example of Apple once again depriving its customers of flexibility.
Speaking of flexibility, I originally signed up for AT&T's data package with tethering based on the foolish assumption that I could use Bluetooth to tether the iPhone's 3G capability to my iPad. Ha! The iPad has been crippled in such a way that only those who have a 3G enabled model can use 3G. The iPhone can't be made to tether to a non 3G iPad, no matter the data subscription. Needless to say, I cancelled tethering less than 24 hours after I had signed up for it. I wish I could say that I was surprised but having seen Apple get by with similar stuff over the course of over many years, my reaction was more one of suspicions having been confirmed than surprise or anger.