I suppose that's one thing to note about phones these days... the cheaper they are, the more expensive they are to customize. I paid a hefty sum for my phone, but it lets me use any sound as a ring tone (MIDI, MP3, WAV, AIFF, etc), and any bitmap as a background (though, if you customize it for the screen's resolution (with a downloadable app that's free), it looks better). Heck, it even comes with a PC link cable (not that great - the sync software sucks).
Heck, it's fun browsing full web sites on it - bit slow at rendering pages, but it works just as well as a desktop browser (because its rendering engine is more or less a full desktop browser).
Of course, if your phone supports bluetooth, you can always try to send it to the phone via bluetooth.