Over-the-air updates to Android 2.3 Gingerbread are now available for the HTC Desire HD and Incredible S, according to a new post on HTC's European support site. Owners of both devices should head over to Settings -> About Phone -> System Software Updates to grab this latest update to Android and HTC Sense. If you have a Desire HD, you should be updated to firmware version 2.36.405.5. On the Incredible S you'll get version 2.12.405.7.
There are reports on multiple forums that these updates are indeed rolling out to the masses, so if you don't see it right away then hold tight -- it should be with you before too long.
Remember, as ever, that if your phone is carrier-branded (which is usually the case if you bought it at a subsidized price), then you'll need to wait for your network to approve this update before it's pushed out to you.