i have the s200 which was the replacement for the s110. It is quite small and very nice! It includes a rechargeable li battery, a strap, an 8mb cf card, a video cable, and a usbcable. These are quite similar to the a40, get the a40 if you're not concerned about size
The s200 takes 128 pictures at lowest compression and highest res on a 128 mb cf card. It is about the size of a credit card and is less than an inch wide. The s200 has a 2x optical zoom while the s330 has a 3x zoom (not that big of a difference, not worth $50 to me). Both can take short movies with sound, which isn't spectacular, but is decent.
You probably won't be using the other included software except for the zoom browser (i use pshop)
Here are non-cropped, non-compressed sample pics i took: (about 600 kb)
mi computadora
grand canyon (note: that blurriness is due to smog)