Recently treated myself to a Sony Ericsson K750i. It's a triband and works flawlessly in most of the world, USA included. It's got a 2 megapixel camera with autofocus, so doubles as a digicam too. Can even record up to 1 hour of video, if you so choose. Comes standard with a memory stick and around 150mb of memory, but additional sticks can of course be purchased. Will of course play mp3 ring phones and has an FM radio too. Also got a flight simulator (SAAB JAS-39 Gripen of course) as a game, and a neat little application with a globe and timezones. About the only thing it doesn't do is open my beer! Oh, unlike most US phones I've seen, there is no stupid antenna sticking out. Antennas are, like, sooo 90's!
It's the bee's knees and it was a bargain at 149 BHD in the Bahrain taxfree. You can find the same phone at a somewhat higher price most places in Europe.
Quick edit to add that a Nokia 6230 or 6250 will do the same as the Ericsson and at roughly the same price. I just prefer the design of the Ericsson and the graphic menu control over that of Nokia. Samsung make some pretty neat phones too.