We should eventually see Nokia Windows Phone devices with Nokia Maps, but for now you may want to consider Navigon for Windows Phone. Navigon is available for Windows Phone 7.5 (Mango) devices and for the special introductory $29.99 price in the U.S. you get all the states that will consume 1.6GB (lets you use this for offline navigation) and there does not appear to be a way to just pick and choose what states you want to install. Thankfully, I have two 32GB Windows Phone devices so have plenty of room to try out Navigon.
Navigon for Windows Phone 7 includes:
You will also find the augmented reality function Reality Scanner, which provides an instant and effortless way of identifying nearby destinations while on foot; an option to select address information directly from the phone’s contact list; and the ability to save a favorite or home address as a shortcut on the start screen.
I have tried Navigon's application on other platforms and find features like the lane assist to be extremely useful when traveling in new cities. The full retail price will be $49.99, but is available until 15 November for just $29.99. There is a European purchase option as well.