I'm not really a big phone switcher. 5 devices in 12 years is not a lot. I usually have them until they croak, or there is some serious "must have" released.
I can't remember what my first was.. starting from the second one:

1997 Nokia 3110 <- Don't remember what it was like. Broke the antenna.
2000 Nokia 3210 <- sturdiest phone ever. Dropped in toilet.. twice, and kept on ticking. Lasted 4 years!
2004 Nokia N-gage <- Awesome awesome device. especially with frodo and ik+. Still play it sometimes
2007 Nokia N95 <- Good video camera on this one. Gave it to my mum.
2009 Nokia N900 <- Greatest device ever.