2)Touch-typing. My N85 had a number pad, but it was a physical one, and so I could actually type at a half-decent speed. My typing speed on the Desire is definitely slower than that, largely because I have to actually look at the keys to type. It's a lot faster in landscape mode than it is in portrait, though, so I just turn the phone on its side to type if I'm doing more than three words.
3)Mount the SD card as a drive over bluetooth. I haven't worked out how to do that with the Desire yet, if it is possible. If I plug it in directly then I get access to the whole contents, but over bluetooth I can only send images back and forth by selecting them one at a time and sending them.
Other than that, I'm very happy with it so far. I've found a fair number of useful apps. I've grabbed one for Wikipedia, the Weather Channel, Edinburgh Bus Tracker, Spotify (which has a great widget), a remote control for the XBMC, Upvise (for shopping lists - Julie can put things into it on the website and I can then wander round the shops with it), Dropbox and Movie reviews (via Flixster/Rotten Tomatoes).