actually they both can do sms without opening the clamshel
With the P4350 you would use the on screen keyboard and with the s710 the usual keys, the advantage of the P4350 is that is better for using on the web and email is a breeze plus the bigger screen makes it easier to use in the long term.
However a better choice is the tytn2
http://www.europe.htc.com/en/products/htctytn2.html
which has the following as per the manufacturer:
* Do more on the move with Windows Mobile® 6 Professional - instant email, calendar and contacts synchronisation
* Take your office with you – download, view and edit documents no matter where you are
* Work in comfort with the unique tilting touch screen
* Find your way wherever you are with built-in GPS navigation with TomTom taster software
* Enjoy super fast connectivity with 3G/HSDPA, GSM/GPRS/ EDGE, Wi-Fi® and Bluetooth® 2.0
it is actually quite small, only slightly bigger (due to the screen size) than the s710 and has a longer life battery than the s710.
I hope this helps
Hilary
IncredibleSoftwareSolutions.com