No SIM!
So. I love my n800. I pair with my Nokia 6500 for 3g when I'm not near a wifi connection. With a wifi connection I use the n800 for making phone calls over SIP, but it works equally well with skype.
Adding a SIM slot would have significantly increased the cost. OK so a GSM modem is dirt-cheap to add, but you've got to factor in the cost of adding the additional required security software for sim access, the significantly increased testing costs (both in-house and FCC-type approval). And do you go gsm or cmda? umts or hsdpa? mobile tech progresses very quickly. By leaving it out nokia have cut the cost of the device and don't have to build different versions for different markets. Just compare the cost of the n810 to the HTC tytn 2, another gps smartphone device with a keyboard. The tytn is 50% more expensive, with a lesser quality screen.
It horses-for-courses. I use my n800 primarily for browsing and reading ebooks. The browsing experience blows the iPhone out of the water due to the higher resolution screen, and for the same reason ebooks are great.