For what it's worth, they do make extended batteries for the Lumia 710 now.
Mugen Power makes an excellent 1500 MaH extended battery for it that fits the phone without making it any thicker or needing a new battery door.
Though that would probably raise the price enough to make it the same cost as the Focus Flash (Omnia W) for you. (the battery is about $45 U.S.)
Personally I have more trust for Nokia to back their Windows phones up, make them update friendly and I just think the phones are very well made.
The Samsung, like all Samsung phones feels a bit cheaply made, though the components and specs are good. The Flash is a very small phone too, something which could be an advantage or a disadvantage depending on your perspective.
The HTC Radar is very nicely made, quality is evident there, but then you're stuck with a first ten 1 ghz processor.
If I were you, I would go with the Lumia 710. It's still the newest model in that lineup. Nokia has an excellent reputation and they are the only company 100% committed to the Windows Phone platform, which means you can expect the best support from them.
The battery is a small point I think, if it really seems inconvenient later, you always have the option of the upgraded battery.