I had both and I haven't regretted switching to the BJ for a second. The 8125 is a BRICK! It was a pain to carry around, and ended up using a backup slvr or razr most of the time when I went out. It is cumbersome to dial a number on the 8125 as soft keys suck, and there is no such thing as one handed operation.
On the other hand, the BJ is one handed, has 3G (huge plus for me, it's worth it if you're in a market area), thin and light, stylish, and can do almost everything the 8125 could do.
I use the data connection a lot, but it is also my cell phone, so I needed more functionality out of that aspect. I suppose if it was my minicomputer first, and I used the phone sometimes, I would look at the 8525. However, if you're not even planning on getting a data plan, I'm assuming it will be a phone primarily with some internet/email/pda functions. If so, why not look at an alternate smartphone that has wifi?