I had a Motorola V550 that runs Java nicelly.
Here in Portugal, mobile market is quite advanced, most companies of telecomunications and mobile phones do their tests in Portuguese market first before selling the product in rest of europe
Thru local Vodafone, i have probably 100 java games ready to download directly thru mobile phone for around 1 euro each , same games cost 2 or even 3, no more then that.

The major problem, is that after a while playing games your eyes will begin to hurt a litle, mobile phone screens are not so good....
I played a lot Prince of persia sands of time during train travels, and my eyes always hurt a litle after 30/45 minutes...

But i only did it thu direct download, i never install them thru pc or samething similar.