2 options I know of:
- get Skyfire which let's you set the default to desktop or mobile
- in the stock browser type about:debug into the address bar, it won't seem to do anything, but when you hit menu and settings there's more options. Go to UAString at the bottom and you can select the default. This was pointed out to me by Tommed, I defo didn't discover it!
Note: some websites never load the desktop version, examples I've found are paypal, hotmail (which is refusing to load anything right now anyway, just a blank screen) and facebook can never seem to make up its mind what it wants to do!