I had the Wizard (MDA, 8125, etc...) and couldn't deal with the slider and keyboard also. The slider got loose pretty quickly and the opening and closing of it in my pocket messed with the digitizer.

You can look at the Samsung WM5 smartphone (BlackJack from Cingular). It's very thin and shouldn't bulge too much. However, you do sacrifice battery life because of it.

I carry a Nokia N73 now, and it seems ok in my pocket.