Bluetooth thing, what to buy and power source questions

AoiAR:
I want to do a bluetooth 2.1 thing

What is the function you want to do? Not all Bluetooth radios are alike. There are different profiles for different applications in the Bluetooth standard.

AoiAR:

  1. buying the normal usb arduino then buying the bluetooth chip and connecting it to arduino by myself
    pros: more flexible (usb is more universal)

The word "universal" in "universial serial bus" doesn't mean what you think. Each BT radio will require its own device drivers, few of which exist for the Arduino. So you'll be writing custom code for whatever device you find. Which means you'll have a USB Stack running a Bluetooth Stack and then doing what? That's a lot to ask for in Arduino's 2K of RAM.

AoiAR:
2. buying arduino bluetooth which comes with bt integrated.

This is an option if your want your Bluetooth "thing" to be a virtual serial port.

AoiAR:
Another question: Are this bluetooth solutions suited for being powered by a coin cell

Far from it. Long term current draw from a coin cell is less than 5mA. That's more current than what just the ATmega328 draws.