The E71 isn’t something you normally think of when you consider a data capable phone, at least not for me who didn’t pay attention to cell phones until I needed one. But it had satisfied my criteria fairly well. It has Wifi, GPS, bluetooth, 3G (there are US, Europe and Asia versions so be careful) and a full keyboard. The new ones are running around $350-$400 and the used market is slightly cheaper (it surprisingly holds its price well, but we’ll see what happens when ther E72 is released).
It runs Symbian OS, which has been around for awhile (all the Nokias use it), so there are some apps for it. And there’s always J2ME. It has a camera, can record video and acts as an mp3 player. I briefly thought about getting a N95 since it’s known as a multimedia phone (i.e., excellent photo/video capabilities), but I decided a full keyboard was more important to me. Plus, I usually have a real camera on me anyways.
Oh and it has copy+paste and multitasking. Multitasking is actually very awesome, because I can run a Gmail client, a Twitter client, listen to music, browser the web, and have my GPS maps running at the same time!