Mine's arrived!

Very quick tests show
(i) it is sharp @250mm 4.0
(ii) it does not appear to vignette at any focal length on film bodies (at least based on the viefineder view)
(iii) My K10D has slight back focus issues (something I have only suspected so far) - Roll on the new body (or should I get a K20D now they can be had for silly money...)

Most of this has been discussed before but
DA is The latest in a series of pentax lens designations
K - the oldest Manual focus (MF) bayonet mounting lenses (this is not actually marked on the lens but is a commonly used description
M - MF lenses from the early 80s onwards, deliberartely compact in desgn (M indicated 'miniature' and matched the M serie bosies, MX, ME etc.)
A - MF lenses with an A setting for the aperture (so that the aperture could be controled by the camera body. Went with the cameras from the Super A unwards which had program mode.
F - the earliest generation of Auttofocus lenses - generally have a dark grey finish and ornage marking.
FA Next generation autofocus lenses designed for film cameras. Rather more restrained in outward appearence.
FAJ AF lenses designed for film cameras without an aperture ring - so aperture has to be contoled from the camera body
D-FA Same as FA but specifically designed for digital cameras. Nevertheless they have an aperture ring and a big eneough image circle to work with film cameras
DA lenses designed to work with digital cameras only. No aperture ring and if used on a film body they may 'vignette' create images with dark corners.

SDM refers to the Supersonic Drive Motor (or somesuch) found in some Pentax AF lenses which means the AF motor is in the lens and is virtually silent

The limited lenses are all prime (fixed focus lenses) which are made of metal and of anything from very good to astonishing optical quality. There are both DA and FA limited lenses. Things of great beauty... I don't have any (yet....)

ED is just a reference to a special type of low dispersion glass. AL refers to the use of aspherical lenses (both of these help sharpness). IF means internal focus (ie focusing moves elements within the lens and hence the lens does not change length as you focus). The gold band is used on the latest DA* lenses. Pentax has produced lenses with a * rating (M* A* etc). to indicate a lens of particularly high quality (& price). Other Pentax lenses currently have a green band on them.

I Think that covers everything.....

The previous Sigma 18-125 was not highly regarded in terme of IQ - so if it is optically the same I would avoid it...

I post this for interest as the Tokina is optically the same as the Pentax 12-24
http://www.dpreview.com/lensreviews/tokina_12-24_4_n15/

They are all v. good
Some prefer the Bokeh of the 1.4 as it has 8 blades in the iris. the 2.0 and 1.7 have 6 and can give quite pronounced hexagons on oof highlights.

OTOH the 2.0 & 1.7 apparently have a flatter focus field and so are better for macro if put om extensions or a bellows. They are also rather cheaper secondhand.

I've had M versions of bosth 1.4 & 1.7 and liked both The As are optically the same. I don't have the 1.4 any more as I have the F1.4. Still use the 1,7 on my Super A

There is, of course the 1.2A which is rather heavy & expensive (and quite soft wide open, which rather ruins the point) and the 2,8A macro (which I also have) wich is a realy useful lens if you don't need the faster apertures

Old Olympus (OM type) ones also fit. They don't have the magnification option but thay can be picked up for about £30

Ned Bunnells blog has a series of test pics - one or two suggest slight barrel distortion to me.

See here and here

Anybody (esp. Chris) know when the Sigma 10-20 3.5 HSM is due? and at what sort of price?

I think you will find it already done here
http://www.pentax-manuals.com/literature/literature.htm

Although the Pentax 18-250 does not call itself 'macro' it is the same as the Tamron and so the close focus is the same - which is to say pretty good - fills the frame with something 7cm long which is about 1:3 - and equivalent to 1:2 in 35mm terms. And the 18-250 is generally reckoned to be noticably better than the 18-200.