One point to add about the w810i, it comes with a 512mb memory card as default. So it is instantly more usable as a full-on mp3 player than the ones that come with 32 or 64 etc mb. Also the headphones supplied are the in-ear type which are so good I have no desire to replace with an alternative.
It will take up to a 4GB card though which is great. I am awaiting delivery of my 2GB card

About the camera not being covered, yeah that bugged me too. Not overly bothered about it though as I primarily bought it for its mp3 functionality. Also with the kind of pics you end up taking with a camera phone, a tiny amount of dust on the lens is not going to make a huge difference to the result. Mine still takes great pics with a filthy lens!
edit: I don't work for sony