SD Card. No problem. If you happen to notice any severe lagging or such, read this link. Fix for Media Player Not Scanning For Music, Stuck on Scan, or Constant Reboots
Address Book... and all data on your current device, use the Desktop Manager > Switch Device Wizard.
You shouldn't have to repurchase them. At the seller's site, you should be able to request a PIN change with the new device PIN. I know Mobihand.com allows this, not positive about handango. Some apps do only allow a device purchase and may have to be rebought for a second device... depends on the developer's policy.
Theme - Find that same developer again and see if he has the 8530 version.
You'll miss 3G on the 8530, but the WiFi is nice. If you want both 3G and WiFi, go for the 9650.
The Curve 8330 has been the best selling smartphone across the board for many quarters. It's a good device. But you'll see marked improvement in speed with a 8530 or 9650.