iPhone requires a mac to develop your apps on (which you probably already know).
Some MIDP phones can install via a cable connection, but most dont. Also, you will most likely need to digitally sign your application to even get it on the phone.
The easiest phones I've worked with are DoJa phones (DoCoMo Java by NTT - it's similar to MIDP). Once you write a DoJa app you simply uploaded it to any web site and it can be downloaded to any phone - without signing or the requirement to be certified. There are quite a few overseas DoJa models, but I don't think they are that popular (I work with the Japanese ones).
I run a small site about developing for mobiles - most of the content is DoJa. You can find it at http:\\mobiledevlab.com
Good luck!
Marriage is the sole cause of divorce.