there aren't many handsets that support dual sim that i know of right now. since most handsets are now quad-band the need for dual sim is becoming less useful.
i would suggest a nokia N-series or the HTC sapphire or HTC hero. the iphone is far too propietary and not worth the trouble if issues do arise with the device whether it may be software or hardware related.
currently Symbian and Android are the best mobile OS's on the market from personal experience. WM is the worst mobile OS ever so don't consider getting a phone with windows.
