When I look at my 860, I wonder how much would be involved in having a bigger modified extended battery cover, with sufficient space for two CF slots wired with ribbon cable into the original CF slot (does that make sense?).
I've wondered the same thing. What I found is that the current extended battery cover is large enough that you could put a wireless CF card in it -- at least it has enough room for an Ambicom wireless card. I took the covers off the Ambicom and found that it's quite thin. If I were to cut the offsets that cover the CF slot the naked Ambicom wireless card would fit along the width of CF slot:
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Then a ribbon cable could be attached from the ambicom into the CF slot. I would probably back the Ambicom with electricians tape or put some light "leatherette" material over the CF slot to keep from scratching the case. On the whole I think this would work. I haven't had any luck in finding a supplier for male and female CF pin slots nor a ribbon cable, but I haven't fully scoured the net yet.
Another option that occurs to me would be for a third party (or even Sharp) to market an add on battery cover that has usb, bluetooth and 802.11 kit in the cover with a small ribbon cable that connects either to the CF slot or to the Sharp proprietary port. Personally I'd opt for using the Sharp proprietary port since I can always sync via ethernet. I don't think we'd have much of a problem with the antenna since it could run the length of the two long sides of the batter cover. I think reception would be just fine. You could put a mini-usb connector along the back side of the cover. While I'm at it, add a 10/100 card with dongle.
There's a lot of unused space in the back cover, just offsets to keep it from flexing when squeezed. Fill that space up with electronics I say!