If you are at the end of your family plan contract, and wish to 'move out' into your own plan, you should be able to do so. It should be no different than just moving the 'main' number of the plan from a 5 line to 2 line to even a regular single line plan. Thus moving your number into another single number plan. And yes, assuming that you can make your number independant, you should qualify for as if you were a new customer and have all the new cusomer discounts. Not knowing the exact details of your TMobile family plan, you may wish to consult a Tmobile rep about your options.

As for Wing, there is no real difference between the MDA and the Wing. Both are PDA/Cell phones and both can pretty much run WM6. With the MDA there is an upgrade from HTC's website for TMobile's MDA. Both have Wi-Fi, Fav-5, IMs, txting, emails, all that good stuff. So, it is really up to you if you wish to upgrade to a Wing from your current MDA. Unless you would consider the TMobile Dash, or even the SideKick 3/ID.

If you want to move to a different carrier, that's fine. Again, that depends on the main number's status on the family plan. Pretty much Verizon, Sprint, and AT&T can now stream videos, but through their own multimedia services. All have their own version of the PDA cell phone.
(AT&T) 8525, BlackJack
(Verizon) xv6700, Motorola Q
(Sprint) Mogul, Motorola Q
However, as far as I know, you can make WM6 run flash videos, AKA YouTube, with tweaks. Pretty much your only other option, if you do not want to continiue to mess around with the Flash Lite, is to get an iPhone. But I would not recomment the $500-$600 price tag.

I hope that this answers some of your questions, and good luck.