If you have a microSD card, here's a tip on moving some default folders to your SD card:

Create some new folders like "My Documents" and "My Pictures", "cache", etc. Inside the "cache" folder, I also created multiple folders like "ie_cache", "ie_cookies" and "ie_history".

It should go without saying that if you install vital/necessary items on your microSD card that you should never try to operate the phone *without* the microSD card installed. Like all other tweaks/hacks/etc. on this site, I am NOT liable for what happens to your phone if you attempt to follow any of these instructions.

In your favorite BJ2 Registry Editor, go to the following key:
HKEY_CURRENT_USER\Software\Samsung\Camera
and change "DefaultPath" to something like "\Storage Card\My Pictures"
HKEY_LOCAL_MACHINE\System\Pictures\Camera\OEM\PictureLocation
change the value for "Internal" to the same path: "\Storage Card\My Pictures"
Voila, the camera should now save your photos to your microSD card.

Change your base "My Documents" folder
HKEY_LOCAL_MACHINE\System\Explorer\ShellFolders
and change "My Documents" from "\My Documents" to "\Storage Card\My Documents"
(Note: the ShellFolders key had duplicate items for me when using CeRegEditor, I'm not sure if that's normal. After updating one of the "My Documents" entries, the duplicate went away. Not sure of the impact)
IMPORTANT: if you change this key, you should scan the registry for other instances of "My Documents" and alter them to point to your microSD card as well.

Custom Ring Tones location
HKEY_LOCAL_MACHINE\ControlPanel\Sounds\CustomSounds\RingTones
Change the value for "Directory" to something including "\Storage Card" like "\Storage Card\MyRingTones" -- this folder must already exist.

Mobile IE cache, cookies and history
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders
Change the value of "Cache", "Cookies", and "History" to other values.
(I changed mine to "\Storage Card\cache\ie_cache" and so on. MAKE SURE these folders exist!)

Opera Mobile -- haven't found it yet, appears to be hard-coded. If/when I find it, you folks will be the first to know.