Ferry,
I'm relatively neutral when it comes to fan-boyism, but I would like to point out that most of the features you just described are SOP on a number of modern smartphones, not least of which the Touch HD which I plumped for in the end.
Threaded SMS conversations - check
Photos, easily accessed and displayed in glorious resolution - check
Great games - I'll grant you that the iphone has some good ones, but there are a few good ones for winmobile if you can be bothered to pay for them. I can't because I'm tight... But sudoku, chess, the little ball maze thing and a couple of others do well enough to pass the time when I'm a bit bored
Ipod in a phone - check (although a little digging is required to find software as good as the ipod stuff on the iphone, the stuff out of the box was good for small collections of music, but perhaps had not been designed with a 16gb memory card in mind!)
ChiefE - Google for XDA developers forum, have a look at the Diamond section in the forums and see if anyone has a solution for you, there are numerous upgrades (official and otherwise) kicking around that you may or may not know about. One disadvantage against some non-iphone devices, harder to get hold of updates (but at least we don't have to use Itunes!)