So I've spent another day with the N95, and have a few tips to share.
First, I had to import some certificates into the phone to deal with some privately-signed secure services I run. I Googled for some info on this, and eventually found several quite convoluted ways to do this, including modifying MIME types on Web servers and browsing to a DER-encoded cert there, which seemed uniquely bizarre to me. I found a quick and easy way to do this, involving no Web servers or MIME types.
1) Convert the key to a DER format: openssl x509 -inform PEM -in ./cert.pem -outform DER -out cert.der, replacing cert.(der|pem) with your actual certificate.
2) Push the resulting .der file to the N95 with Bluetooth or USB and drop it somewhere on the phone's flash or memory card.
3) Select it in the file manager, and it should install nicely.
If you're on a Mac, use the OS X Bluetooth "Send File..." command to simply throw the file at the N95. It will then automatically prompt for installation.
Another task was to enable the N95 to be used as a modem on my MacBook Pro. This was actually so straightforward I had to double check to make sure I was actually using the phone and not my WiFi. Just follow the instructions on the Nokia E61 blog and you're all set. Note that my GSM provider doesn't make use of a username/password combo, and leaving those blank worked fine. Oh, and the modem script should be dropped into /Library/Modem Scripts, not /System/Library/Modem Scripts.
I also found a nice tuner/metronome app from VITO Technology that combines a standard metronome and a tuner using the phone's microphone. Handy for the gigs where I don't even bring an amp and forget my tuner. Guitar players hate it when you borrow theirs to tune an upright, drummers are always making too much noise to hear the harmonics, and keyboard players don't bother.
I still can't get the builtin email application to send email via SMTP AUTH, which is very annoying, but I'm warming up to Profimail, and will probably wind up buying it when the trial period expires.