J2ME is comprised of a number of specifications and what your phone supports depends on what specs the manufacturer has implemented in the phone model. That said, the bare minimum API that is typically supported is CLDC and MIDP for mobile phones and these APIs support basic sockets, SMS, UDP, and HTTP. I don't think RMI is supported by default.
Apart from this, other APIs such as Bluetooth, WMA, and PIM provide support for other modes of communication.
Support for phone vibration is provided in the MIDP API by default and hence, is supported in most phones with basic J2ME capability. You can look at the MIDP API to find the appropriate methods and additional functionality (such as backlighting, which is also supported)