A 2 GB just came out recently...but kinda pricey. That's the only drawback I see in terms of expandable memory. Since the W810i uses MS Pro & Pro Duo, it's used with most Sony devices. Plus, since it's been out for a while, it's alot cheaper than the M2 cards that the W710i and the W300i uses. When I had both flip phones, I used the W300i more because it was less bulky than the W710i. Plus, I like to open phones using one hand, so the spring assist came in real handy. But the W710i does have the pedometer application, if you want to use it to count steps and calories...really useful if you are actually going to use it.
The W300i is a great phone. I've had nothing but positive experiences with it. However, if you change your mind and decide on getting the W710i, you might want to consider getting the Z710i version instead. Because it looks better IMHO...more classy look, not toy-like. And over time, the rubber surround will eventually deteriorate.