I went through the same process you're going through. I think I tried just about every mouse available (went to CompUSA, Staples, Office Depot, Circuit City and Best Buy!).
I really liked the Logitech MediaPlay too, but the lack of OS X compatibilty was just too conspicuous in its absence for me. Most Logitech mice are specifically listed as Mac compatible, but not the MediaPlay. Given the number of buttons and unique design features, I can't see how this mouse would work properly on a Mac without a Mac driver, and there isn't one right now.
I wanted virtually the exact features you want, but as far as I can tell you can't find all of them in the same package. Here's my take on all the searching I did:
-- There really aren't that many quality mice out there with the small thumb drive transmitter. Here are the one's I found:
-- MS Wireless Notebook Mouse. I have a couple of these. Has the small USB transmitter, which stows neatly in the base of the mouse. Mouse is small but very ergonomic and comfortable; however, scroll button doesn't do side-to-side and there are only the usual two buttons.
-- Logitech Wireless Notebook Mouse. This is very similar to the MS version except in feel. I have one but don't like it because it takes too much effort to depress the left button, so it's feels kind of jerky when ou double click.
-- Kensington Pocket Mouse Pro. A little bigger than either of the first two, but has a great feel. Still no side-to-side scrolling, though, and no extra side buttons.
Belkin and Kensington make a couple of mini-mice supposedly designed for notebooks, but they're junk in my book.
If you have to have the small USB transmitter, then I'd opt for either the MS or Kensington above.
The MS Intellimouse Explorer Wireless Pro has everything you're looking for except the minature USB transmitter. This mouse is pretty big and bulky, but it has a clickless scrolling wheel with no bumpy friction, side-to-side scrolling, two regular mouse buttons plus two programmable buttons on the left side. It's MAC compatible A nice mouse if you don't mind the bulky size. The MS Intellimouse Wireless Explorer is similar, though it's a bit smaller and lacks the side buttons. But to me the smaller size just feels a lot bitter.
There are a few Logitech mice that have most, but not all, of the features you're looking for.
If you just have to have the side buttons, I'd opt for the Intellimouse Explorer Pro. If you can do without the side buttons and horizontal scrolling, then the MS Notebook Mouse is very nice. If you have too have horizontal scrolling but can live without the side buttons, the Intellmouse Wireless Explorer is pretty nice.
