Unfortunately, I made a bad choice with the Sony Ericsson s710a. It's just too big. Fortunately there's an alternative with a much more attractive alternative, but it breaks my ties with Sony Ericsson : the Samsung SGH-T809.
The current plan is to re-flash the unit to the SGH-D820 firmware which will unlock the phone, debrand it, and give it a bunch of additional features. This isn't entirely new to me - I did the same thing with my Motorola V551. Being about the same size as Tiff's Motorola Razr V3i, I think it's going to be a very portable size.
I've been looking back at my recent phone purchases, and you can see a short side-by-side comparison of my last 5 phones. My progression over time has gone something like this:

1. Nokia 6160 - 2000; my first phone! TDMA
2. Nokia 8260 - 2001; purchased just to get something smaller than the 6160 and the internal antenna was very nice. TDMA
3. Sony Ericsson T68i - 2002; Briefly tried GSM with this phone, but the phone was very buggy and the reception spotty. Went back to the 8260.
4. Sony Ericsson T616 - early 2004; Phone was great, but I eventually crunched it in my car door in June 2005. GSM
5. Motorola V551 - June 2005; Bought to replace the T616. GSM
6. Sony Ericsson S710a - July 2005. I thought that this phone was the bomb, but the size just turned out to be too much for it. It's going up on the chopping block. GSM
7. Samsung SGH-T809 - Sept 2006; GSM

Hopefully this will be it for awhile. The price tag was pretty decent (for me) - about $180 total to get the phone and unlock/firmware cable. Looks like cell phones and me have a pretty strong trend, eh? About once a year it looks like I get a new one. Maybe I should just budget that now ;-).