In my mind, I would like to transfer data to the moblie phone from an external device, then compress the data and send it out. Is it possbile to do that? If yes, which Nokia phone models can achieve this function. Thanks!
There is no Nokia currently out that supports transferring data by serial communications. The 6600 will have a BlueTooth API that will enable functionality like that.
Compressing the data is definitely possible. You are probably going to have to write your own compression algorithms though.
Sending the data out is possible. It depends on how you want to send this data. If you were planning on sending it through serial comms, then again you'll have to wait for the 6600 (or look for some other vendor's phone that has this ability). But you can use http on all phones, and sms on a few.