I've got the E51 and N810 combination too.

For me the critical factors that make the two ideal are:

1. Can share the same charger so when travelling can take just one.
2. Can interchange the same microSD (with mini-adapter for N810)
3. E51 has HSDPA so when tethering can get real high-speed mobile broadband.
4. E51 supports DUN bluetooth profile and tethering is generally very reliable.
5. E51 has good contact synchronisation with Outlook and can send contacts via bluetooth to N810, so the lack of PIM on N810 is less critical.

The E51 has an excellent keyboard action and its a shame that the N810's hardware keyboard wasn't designed by the same team.