Its probably more portable, but the greater transfer rates aren't of big importance. If you have your WiFi AP with you, you should be able to get near the full 802.11g (downstream of 54 mbit). Upstream is both not to write home about.

Now, your choice is

Nokia N810 WiMAX Edition -> WiMAX
..or..
Nokia N810 -> WiFi -> WiMAX
Nokia N800 -> WiFi -> WiMAX
Netbook -> WiFi -> WiMAX
Laptop -> WiFi -> WiMAX
Desktop -> WiFi -> WiMAX

Whereas you already have some of the above because you already have WiFi-enabled devices (backwards compatibility).

Then thats fairly simple. You might as well buy a Nokia N810 with a WiMAX modem and have greater flexibility for your other devices.

Keep in mind WiMAX will not saturate on Nokia N8x0 nor would WiFi. The device cannot handle that much I/O. So that is not a benefit. Other portable devices like Sharp Zaurus and Apple iPod have the same issue.

It would indeed saturate on laptops and desktops, but those can get dongles too. I don't know about netbooks. The advantage of WiMAX is IMO not the speed. Its the always-on connectivity in a wide region; much wider than WiFi.

My issue with Nokia N810 WiMAX Edition is that the hardware is too out of date. There should have been a RX-51 with WiMAX instead, or the device should have simply rolled out earlier in 2008 (and perhaps with different frequencies, or more catering to other WiMAX networks). The OMAP3 alone is at least twice more powerful than OMAP2. Then you have additional nice hardware on-board, and all kind of daemons which make the device a lot more user-friendly for the end-user. On top of that, a cleaner interface. It makes only sense, in that regard.