The differend SDKs on Nokia developers site is for different MIDP versions, not really for different phones. Well, actually the new one (Asha 1.0) is the same MIDP version of the 2.0 SDK. But, if you want to develop for any J2ME device, you really should use MIDP version 1.0 (any Nokia SDK delivers that, even the newest one).
But beware, you will need to cope with a lot of restrictions, and basically use standard components, since their user experience is supported by all kinds of devices: (fulltouch, touch & type and qwerty phones).