Congrats on considering one of the best phones available today. Well, IMNSHO, the best.
One thing I'd consider is: what carrier are you going to use? If you're sticking w/AT&T, is coverage (voice & 3G) good in your area? If not, are you ready to search, read, and learn about how to unlock your phone for use on T-Mo?
Accessories are individual to everyone's taste. I use the stock iPhone earbuds for listening to music & hands-free phone use, and have added a Barely There case by case mate to protect my beauty. Depending on how much you use your phone & all the goodies packed therein, battery life might be an issue as it is w/many mobile computing devices. I have an extra USB cable & wall charger that I take w/my everywhere, and you may consider the same. There are a bajillion cases available, and Bluetooth ear pieces too, but the extra charger is something I couldn't live w/out.
You didn't specify what file types you wanna convert from your Centro to the iPhone, so I can't comment there.
As for music, if you're like me, you have a library of MP3's saved somewhere on your PC (internal HDD or external backup drive). When I got my iPod for X-mas last year I installed iTunes & pointed it to my library. When I got my iPhone in July it automatically picked up all the music in iTunes easy peazy. With my previous phone (Samsung Instinct), I just transferred music via Windows Explorer (using USB), but if you point iTunes to your source folder/library, I don't think you'd have a problem. New files should be picked up by iTunes, and you can therefore transfer to either or both phones as needed.