Are there any advantages in doing this?... My 8110 already has the newest OS, I was wondering if installing from a different provider (my BB is vodafone Portugal and I would like to install TMN Portugal) would provide diferent settings or different theme.. or whatever...
There would be no advantage going to a different provider's OS if you already have the newest one.
There is an article in the Blackberry 101 section here that details how to unlock the other provider's themes, but simply installing the firmware from another provider will not allow you access to their theme without doing some extra work.