Well, almost all recent Benq-Siemens phones have expandable memory:
There is the E71, candybar style phone, the SL91, slider-type phone, the EF81, a high-end flip phone, the EL71, a sexy aluminum clad slider, and a couple of others.
Go to http://www.benq-siemens.com to find out more.
I bought my E71 from GermanMobilePhone (http://www.germanmobilephone.com/index.php/cat/c2_Benq-Siemens.html). Keep a watch on the Siemens forum; I should recieve the phone on Monday and I will post a review of it ASAP.
Another good place to purchase a Siemens is www.simservice.com. However, their selection is not as vast as GermanMobilePhone's.
Good luck!