I personally don't find DOF preview that useful.

ME and B/W modes are mostly irrelevant in digital. The 20D has a "feature" whereby not only will it do black and white mode, but it has in-camera red, orange and yellow filters. I've not used them... The minor advantage of the in-camera B/W mode is that it avoids luminosity changes due to the bayer interpolation which can be circumvented.

It's worth having a good quality wide lens. The crop factor (as you'll be familiar with from the pronea) means that an 18mm lens is equivalent FOV to a 27mm lens with 35mm film. The 18-55 kit lenses (both canon and nikon) are ok for their price, but both manufacturers make much better lenses in that range.