If you fill out this page (the official page) you'll be guided through the steps necessary to setup your device for web service, SMS/MMS and tethering (using your phone as a modem). Howard Forums has this page that describes the various proxies, APNs and port restrictions but the official page will also get you the information.
This is an intriguing concept. If you've got Outlook 2007 and the right wireless service provider (Verizon and Sprint/Nextel out here in California right now -- you can look up whether your providers handles this from this link), you can have Outlook send you text messages (SMS) with reminders of events, tasks and even important email.
Note that I said "Outlook", not your Exchange server. It appears that you need to leave Outlook up all the time to make this work. Oh, did I forget to say that you need a Windows Live id, too? From what I've read (SMS Link main page here and FAQ here), the trigger even occurs and Outlook connects to a service that Microsoft provides to send the SMS. You can also supposedly send arbitrary text messages from Outlook as well. Since my provider's not signed up yet, I can't test this out but if you can, please let me know how it works for you.
Personal Coverage Check is one fine site for determining your T-Mobile coverage. The first time you go in, just check the box that says you're not a dealer/retailer ... unless, of course, you are :)
DSLReports has been around for a long time and I always knew about their speed tests page but they also have a "mobile speed test" here. Another good site for mobile speed tests is SurrealNetworks -- scroll down and you'll find the bandwidth test link.
I've been a Live365 listener/subscriber for a long time (favorite station right now is radio for musicheads) and I've been cobbling together ways to listen over my SmartPhone (that's which Microsoft's calling ALL PocketPC-based mobile phones nowadays). Well, they've finally come up with their own application that you can load and run on your phone and you can get it from Radio365Mobile.com. I'm downloading it now.
Update June 6, 2007: I tried it last night and it works pretty well. Works better if you have a fast cellular connection, lots of memory and a fast processor. On a 3G or enhanced EDGE AT&T Wireless connection with an 8525 (i.e. HTC TyTN/Hermes), it works really well. On my T-Mobile MDA with a slower EDGE connection, it still works but it's a bit more sluggish. Oh, sure, I got it to lock up my phone once or twice but it's Alpha software
Just something that I forget and have to look up whenever I have a new notification sound or a new ringtone for my PocketPC.