To be honest, I do find the bluetooth interface poorly designed. I mean why did they have to put 'Delete All' on the same menu as the device list? I can't tell you the number of times I have accidentally deleted my device list because I was in too much of a hurry to connect to a device. I would turn the wheel and sometimes the highlite bar would slip past the device and back onto 'Delete All' just as I pressed the play button to select it!
Also it would've been nice for it to automatically enable (or at least present a Y/N option) bluetooth whenever you try to connect to a device and bluetooth is off instead of just saying 'First Enable Bluetooth'. My phone works this way.
Still I can't complain as the bluetooth seems to work great once connected and there still isn't much in the way of bluetooth mp3 players out there.