The 3330 might be more feasible; it has the same external appearance, rez, and so on as the 3310, but according to Wikipedia that model supported J2ME. Even limited to MIDP 1.0, Java ME is quite capable and accessible.
Actually transferring software to the phone is its own hairy challenge. I don't know if there's any sort of data transfer cable you can get for these phones, and afaik downloading games over WAP would mean you had to set up a little local cellular network...