I've bought two BlackBerrys and one iPod Nano (not to mention 3 notebook computers over the years) in the states to bring back to Chile. I wouldn't worry so much about what features of a cell phone or smartphone are not usable here (can you give an example?), but rather, what does your expected usage of the two devices dictate? Answer these questions: How much music do you expect to want to carry around with you? Do you like to listen to podcasts? Do always have your phone on you? Will you always want your MP3 player with you?
I currently use a BlackBerry and an iPod separately. I want lots of music and podcasts at my fingertips, I like to listen to music while working around the house, and I don't want to drain my BlackBerry battery (it and other newer smartphones don't have the best battery life). One advantage of listening to MP3s on your phone is that it cuts the music when you get a call. You can miss them otherwise. But I don't talk on the phone that much, so it's not a big deal for me.