No. All Series 60s will support sockets, as will the DP2 Series 40s (like the 6230). But the DP1 40s don't except for the 68xx models (the ones that flip open and have a keyboard inside). For most 40s (7210, 7250, 6100, 6610, 3100, 3300, etc) you can use only HTTP.
I'm not sure if any Nokia has support for IR, though I think there might be one Series 40 that does. It's not a very common feature to find.