having just come from a motorola droid4 to the relay a couple months ago, i can say that having a locked bootloader isn't the end of the world as long as you have a good dev community. i absolutely loved having safestrap. it uses TWRP but it uses your internal storage to create "rom slots" which you can put different roms on. the way i understand it, it makes a blob of a file that acts like the system and user partitions when you boot to that other rom slot, and it hides the stock rom's system/user partitions from that other rom. from inside the stock rom when you browse the internal storage, it just looks like a big blob of a single file that is however big you made it when you created the rom slot. if you only have one rom slot besides stock, you still have the rest of your internal storage to use with either stock or whatever rom you use... plus your entire SD card of course.
it's called safestrap because you ALWAYS have stock to fall back on if it turns out your rom has some showstopper bug - you don't have to backup or restore anything - you just reboot, tap the button to enter safestrap, pick which rom slot you want to boot from, and let it finish booting. adds about 5 seconds to your reboot time rather than however many minutes it takes to backup, re-flash, etc etc. i miss that now that i'm on the relay. it made trying out new roms much less risky if, like me, you can't be without a functioning phone. being able to dual boot is pretty cool, imho, and worth the small amount of "wasted" space by keeping the stock rom around.
i too hate the trends towards thinner/wider/etc, sealed batteries, and lack of SD slots. and lack of keyboards!
BT keyboards - some do exist and not all of them are total crap. there's one for the S4 that actually looks halfway decent but i don't know how it feels to type on, nor do i know how it behaves with the OS. http://www.cellphoneshop.net/keys4detach.html
i still prefer the keyboard on my old droid4 when it comes to actually typing, in terms of key placement and feel, but i like having all the symbols available on the relay's keyboard. i just wish i could disable the relay's damned alt-backspace that deletes entire lines. VERY annoying when you accidentally tap alt without realizing it. it wouldn't be so bad if there were an undo function, but there isn't.