They're just model names- AFAIK, they probably don't mean anything
anymore than the "GTO" in Pontiac GTO did...  Cingular sold the same (or
very similar) devices as the 2125 and 8125.  Those numbers don't mean
anything either, except that the guys from Spinal Tap might think the
8125 is 6000 better... ;-)

HTC, the builder of the devices, OEMs them for different carriers.  The T-
Mobile MDA/Cingular 8125 is really an "HTC Wizard" while the 2125 and SDA
are the Farady and Tornado respectively.  (The Faraday/2125 lacks the
SDA/Tornado's Wi-Fi.)

T-Mobile calls the Wizard the MDA in the US.  Since they've already used
the name MDA in Europe for a previous model, they call it the MDA Vario
in some markets, and the MDA IV in others (where they've already sold MDAs,
MDA IIs and MDA IIIs.)

I suspect some T-Mo marketing genius intended them to stand for something-
the originalPocket PC phone built by HTC was sold by some carriers as
the "XDA"  (the "DA" in all of these I assume is for "Digital Assistant"
like in "PDA.")

A better question than what do the "initials" stand for is what's the
difference in the actual devices.  The MDA/Wizard is a Windows Mobile
"Pocket PC Phone"- a PDA with a stylus-driven touchscreen and the "full"
suite of WinMobile applications, while the SDA is a Windows "Smartphone"-
a PDA phone WITHOUT a touchscreen, and a subset of WinMo apps (missing,
most notably, Outlook Notes synchronization, and Word/Excel file editing.)

In simple but more or less accurate terms- the SDA is a good phone with
akward-to-use PDA functionality, while the MDA is a good PDA with akward-
to-use phone functionality!  ;-)

Personally, I use an MDA- I wanted to replace my PPC and phone with a
single device but not lose any PPC functionality.