That is a great question for these forums. I did a comparison between the 9650 and the Tour 9630 several weeks ago. See http://community.vzw.com/t5/BlackBerry-Devices/Tour-and-the-Bold-Compared/td-p/211580 for more info. To compare the Bold and Curve 8530, there are several big differences.
The Bold has lots more memory, 500mb, which will easily handle installing a lot of applications. The Bold is made from a more sturdy case, whereas the Curve has a "plastic-feeling" type body. Under the hood, the Bold has a faster processor which can be helpful with running a couple of apps at the same time. The Bold has a 3.2 mp camera. (Obviously there is a non-camera version of the Bold just like they did for the Tour).
Other than that, both are great devices and perform the same basic email and messaging functions. Like all 3G Smartphones, a separate data plan is required. Hope this helps,