As I do not have more free space on my HTC Desire, I am interested only in applications which can be moved to the SD card. How to find them on the market (via web interface, or on the device, does not matter) ?
The Market doesn't support this (or any search filters aside from price and "safe search", really) on either the website or the native app. It has been requested a handful of times on the Google support forums, but never really received much of a response.
AppBrain does support this, however (example search), so you could use that to search and then install from the Market if you wanted. Inconvenient, but at the moment there's not much else you can do about that.