I received the device on Wednesday of last week (April 22, 2009). I used it for about 3 days and ended up shipping it off to a member of HoFo who said he will trade a N85 for it (we’ll see if it goes through).
My impression of the 5800XM is that it is a very good mid-tier device. For people coming from a low end, free or cheap flip phone which they get from their carrier, this device is light years ahead of their current devices. However, if you are coming from a high end, N-series device, the 5800 will leave you wanting more.

The good: The screen is nice and large. It lets you see a lot more information than the regular Nokia screens. While indoors, the screen seems very bright. Although a resistive screen, it was very responsive. Watching movies on the screen was a pleasant experience. The speakers on the device are outstanding, as they should be for a music-centric device. Overall, the browser is good. I tried various sites and none of them crashed it.

The not so good: When outdoors, I had problems seeing the information on the screen (note I still had the Nokia screen protector on it, which may have been the problem). Coming from a N82, the camera of the 5800XM left much to be desired. The sensor is obviously not as good (read expensive) as the one the N82 (they are both from CZ. I don’t think the megapixels matter as there are many other Nokia devices which have 3.2MP cameras that are way better). The camera produced a green tint in all the pictures that I took. Also, the video recording had some noise. Typing on the device was OK, but not as good as tying on the iPhone. The 5800 has 4 options for typing, full QWERTY, T9, mini-qwerty, and handwriting recognition. The full QWERTY is annoying in the way that it is split up into 3 parts (letter, number/symbols/accents). I found that typing on the T9 was much faster, for me, than the QWERTY.

Other notes: The device would be much better if there was some sort of hardware key which allows you to change songs (the remote is nice, but it adds to the wires). Battery life should be slightly longer (maybe my experience would have been better if I had used the device for longer). Why, oh why, was Nokia Internet Radio not included for the 5800XM, a music-centric phone???
Although this review might seem more negative than positive, I still think that the phone is a good device. For the average user, the device has many features to keep them happy. I just think that the phone is not for me, as I am used to having more features and a keyboard. I cannot speak of gaming on the device (it comes with a few pre-installed games), because I did not have time to play them.