Oh shit, a 6515 you say, great phone/PIM but not good for games due to the 240x240 screen which will at best cause the display to be shrunk/cut-off and at worst make the game not work at all (Tomb Raider, for example, doesn't even start). The current OS and most existing applications were not designed with this size/aspect ratio in mind, Windows Mobile 5 will hopefully alleviate a lot of the problems when it's finally available for the 6515. Until then I strongly suggest you don't buy any applications without trying a trial version first or, if there isn't one available, ask around on somewhere like the IpaqHQ Forums
Apparently the D-pad is quite good on these things but check that the diagonals are working properly as some faulty units have been shipped. The other alternative is a bluetooth controller like ENR Technologies
gamepad, however these things are IMO too expensive at USD$80. Keep in mind that quite a few recent games can use a thumboard(thumbpad?) by redefining the keys in-game.
As for your queries regarding SD/miniSD cards I'll turn the questions over to the folks at the SD Card Association:
Q: What is the difference between the SD Memory Card and the miniSD™ Card?
A: Logically and electrically, the miniSD™ Card and the SD Memory Card are identical. Only the form factor, size, and number of pins of the miniSD™ Card are different from the standard SD Memory Card. (Two additional pins are reserved for future use.)
Q: Will the miniSD™ Card replace the current SD Memory Card?
A: No, not at all. The miniSD™ Card was designed to meet a special requirement from some of the mobile phone companies in Japan for the smallest possible memory card size.
Note: miniSD cards should come with an adaptor so they can be used in standard SD card slots.
When inserting/removing SD cards, it really doesn't matter if the device is ON or not, when turned OFF via the power button they are actually in STANDBY mode just like a mobile phone. Your assumption about not removing cards during read/write is quite correct you will not damage the hardware but data loss can (and does) occur.