According to this: BlackBerry from O2 - O2 Unlimited BlackBerry tariff for consumers
Everything is included.. If you're on the unlimited (£10pm) tarrif its free emails in the UK and 75M of data usage when browsing / downloading.
I'm not sure if it includes the blackberry messenger, but i should think so.. I'll have to look up my PIN.
As for applications, I've installed the ColorPearl which allows you to change the colour of the trackball. It looks good. I've also installed the AutoLock software to automatically lock my keypad when the backlight is off.
Both and others available here: geek and proud - BlackBerry Software
Hope this helps,