I finally uploaded some software I created as part of my thesis. NokiCert makes it possible to upload certificates to a Nokia S40 phone using its Bluetooth connection. The installed certificate can then be used to trust MIDlet suites you signed yourself, or through a third party like CAcert. With this you can easily experiment with self-signed MIDlet suites as they will be placed in the identified third party domain.
This will save you about $200 as you don’t need to apply for a code signing certificated at one of the trusted CAs installed already in the phone. Also, if you work with NFC capable Nokias you will need to have a signed MIDlet suite to access the secure element.