Well, here is a long term Nokia user, staying with Nokia!

Technically true in the context of the question, but a little
misleading. Sony Ericsson phones DO count down the number of characters
remaining, but only once you're within 20 characters of the 160
character limit.

You get a countdown from 20 to 0 at which point the phone beeps quietly
and the words "SMS 2" (or 3 or whatever) pop up briefly as you cross the
message boundary. The same thing happens when you delete, so if you go
slightly over the one SMS boundary you can delete characters or choose
smaller words until "SMS 1" appears.

Finally, if you save a message in the Drafts folder that's more than 160
characters long, the "SMS x" message pops up again when you re-open it.

I've not used any Nokia phones although I know people who swear by them.
I've used Motorola, LG and Sony Ericsson handsets and IMO the SE phones
have the best text interface, particularly in the implementation of
predictive text and dictionary look-up.

YMMV

Yes it does - but only when there are less than 20 characters remaining.
  It then beeps and displays 'SMS 2', 'SMS 3', etc. as appropriate.

Depends on the network - on O2 you need to send *0# at the start of your
message and then you receive a confirmation text message.  On Orange
(and possibly other networks) then you can request an automatic delivery
report.  It will then beep and display that the message was delivered.
After you cancel this message then you can always check the delivery
status of a message by highlighting it in the Sent Items folder and then
going More > View Status.

Overall I've found to be an excellent phone.

HTH

Alan