[dnissley]

Does the WP SDK give you the ability to sideload apps?

At the very least, WP is different from iOS in that their SDK is provided for free (using the express edition of Visual Studio).

[biafra]

No it doesn't. You have to register your phone as one of three with your developer program account which is 79$ per year. The difference to iOS is that your phone is then unlocked for every other developers app signature.