"But I think most of your GPRS worries are unsubstantial."

Oh, if only!

Using GPRS it should be theoretically possible to stay connected indefinitely, but unfortunately this is not the case in practice. Numerous things can happen that cause the device to disconnect from the network and the software will have to take this into account. Andy was talking about a 'normal' modem in this previous post, but his point about exeption handling is equally true for GPRS, perhaps even more so.

The speed and reliability of GPRS is also very much dependant on the number of simultaneous connections within a cell. If it's quiet, the speed is actually very acceptable (I have measured ~ 400 - 600 ms round-trip delays), but if there is a lot of activity on the network it may take up to 15 seconds or so before a packet arrives, if it arrives!

Another worrying thing is the fact that, since the device gets assigned a 'public' IP address, anyone can send packets to your device. And as the billing is based on bytes sent and received, you have to pay for that!
During the testphase of a GPRS-based device I designed last year, it turned out I received several spam e-mails a day, at one time as much as 10.

Last but not least, I would like to point out that UDP is usually preferable over TCP when using GPRS, because of its smaller protocol overhead. This is particularly true when sending small packets.
The application layer in the device I mentioned also sends only 27 bytes of data and receives an acknowledgement of only 5 bytes. Using TCP, one exchange requires almost 500 bytes, with UDP less than 100. With an estimated 400 of these exchanges per week for each device and a predicted number of 2500 devices, that's a substantial saving.

Regards,
Rob.