"I want to buy a new smartphone"

For data connections, would you use UTMS/HSDPA, known as 3G in many areas?
The Curve doesn't have 3G support, but the Blackjack does in the US. As more US markets get the upgrades to the technology, you could see better speeds with 3G than what EDGE currently offers.

Windows Mobile devices have slightly better out-of-the-box Exchange support including OTA calendar and contacts sync, but the Blackberry devices can connect to it (and competing products) through included software. I'm not sure on contacts or calendar support though.
One can also find pay WM software for Lotus Notes/Domino and other Exchange-like products.
Oh and if you have a Mac or *nix, you might be better off with the Blackberry. WM support on *nix is very crude (mostly open-source programs) and on the MAC, there are only a handful of programs available.

Two major items I believe put the Blackberry over the Blackjack: Audio out and MicroSD support.
The Blackberry has a standard stereo output jack, whereas the Blackjack requires a purchased accessory to get wired stereo.
There are reports that the Blackberry can support at least 4GB MicroSD cards. The Blackjack hasn't been confirmed to support MicroSD cards higher than 2GB.

I believe the Blackberry's music playing ability on the media player is good, but I've heard varied views on video playback. There really is little difference in what media formats either one can play (1st party or 3rd party).

The camera on the Blackjack is slightly less quality than the Curve (I think it was 1.3 of Bj vs. 2 or so on the Curve) and the Curve has flash, but you cannot do video capture on the Curve.

Now AT&T's data plans are very poorly termed, but I know Blackberries don't usually agree with plans that aren't tailored for them.
The Blackjack can use PDA/DataConnect plans (legally) or MediaMax/Smartphone plans (some would say illegally).

As for why I bought a Blackjack instead of a Blackberry?
The Blackberry devices are nice, but I didn't want to learn a new interface. The WM smartphones are similar enough to WindowsCE