Danger has developed the third installment of its hip-top messaging phone, known to T-Mobile customers as the Sidekick, and will begin shipping it to T-Mobile USA customers this week. The latest installment builds upon the consumer data platform that has made the device a consumer equivalent to RIM’s BlackBerry handheld.

The third version of the device upgrades its GPRS connectivity to EDGE, Bluetooth connectivity and a digital music player supporting MP3 song formats. The new music capabilities of the device hint that T-Mobile may be on the verge of launching a mobile music portal, but since the smallest of the tier I operators has no 3G network, it may have difficulty supporting over-the-air downloads.

Both T-Mobile and Danger have touted the sidekick as the ultimate consumer data device, and statistics compiled by Jupiter Research show that Sidekick users use SMS, mobile e-mail and wireless Web ten times more than the average cellular customer. The Jupiter study found that the average user of the Danger handheld each month views 300 Web pages and sends and receives 400 e-mails and 1000 instant messages.

The data, however, is skewed to the device’s user base. While less than 10% of U.S. customers use the wireless Web or mobile e-mail, 100% of Danger device customers use those services, meaning consumers are buying the Sidekick for the purpose of mobile data services, much like a business customer buys a BlackBerry. The new Sidekick 3 is priced at $400 for current T-Mobile users or $300 with a two-year contract extension.