Are you sure ?
I have BOTH and am glad I still have the N810. The 5800 is a good PHONE as long as used as a phone. The browser by far not so good as MicroB, so I use on locations where I have no Wifi, the 5800 as 3G modem.

The 5800 is better because:
- you can make GSM phone calls with it
- camera is better (but still crap compared to a real camera)
- fits better in your pocket
- you 'feel' you click anything on the screen with a brief vibrating alert
- better GPS as long you use AGPS and thus network coverage. Without A-GPS the GPS is even worse than the N810's.

The N810 is better because
- Better browser, VoiP (both SIP and an original Skype) and better MSN client (Pidgin or aMSN)
- Firmware is mature, the 5800 FW 21.0.0125 still has lots of bugs
- Larger screen which is even visible in bright sunlight (although then the colors are weak)
- No hassle with signing applications and more free applications available as many S60v3 apps do run on the 5800 but do not allow text input
- more tweaking possible than with Symbian (in the latter you only have limited access to OS and file system)
- Easier text input (onscreen keyboard and handwriting recog is better)
- Wayfinder Map is much better than Nokia Maps

My advice: keep the N810 and take best of both worlds. You can rather buy a cheaper phone which you can tether as a 3G modem such as a Nokia E51 or 6220 Classic which sells about $100 less than a 5800.