Form factor is first difference.
Sidekick is a feature phone, Curve 8530 is an entry level smart phone. Curve has better messaging client.
Sidekick is a GSM device (SIM card) BlackBerry 8530 CDMA device (Non SIM card).
T-mobile changed their policy and you can get a new phone on a yearly basis instead of every two years. You will have to sign a new two year service contract and BlackBerry requires a data plan.
I would get the Vu or any one of the BlackBerry's. Sickkicks are on life support and virtual will be unsupported by TMO very soon. If you must get a sidekick style phone on TMO, get the Moto Cliq. Personally, I'd go BlackBerry, but you know what you like.