I bought a Z800i in Hong Kong 2 weeks ago, $400 new, unlocked (sim free) from a local GSM provider, New World Mobility, while I was on vacation.
Nice phone, comes standard with UTMS and triband GSM. Nice feel, new themes, MP3 player. I find the battery is a little light weight for 3G. Camera is good and comes with a decent light for taking photos in low light. Handy USB syncing, and Bluetooth comes with more services then most phones. Its light and good quality throughout. I have fitted mine with a 512meg Memory Stick Pro Duo.
Comes in 3 flavors, Vodafone's V800 for outside Japan, 802SE for Vodafone Japan and Z800i from Sony.
Z800i is the dearest, then comes the V800 (less memory and one or two less features) and the cheapest is the 802SE (Japanese manual, alot of features disabled. I have heard you can flash the V800 & 802SE to Z800i, less the extra memory.
Check out http://www.esato.com/phones/index.php/phone=164,cp=145 for a comparison between Vodafone's V800 & the Z800i
Hope this helps
Ron