This sounds like an interesting idea, something I've had in the back of my mind for a long while except that I was thinking of using WiFi as there's a network everywhere here at uni.
Okay, couple things here. First of all, Wifi draws a significant amount of power compared to bluetooth. I think the low range bluetooth cards draw something like 17ma and many of the wifi cards IDLE at 250ma, and draw a lot more during send/receive. Needless to say, I get around 4 hours of battery life with wifi enabled, not to mention the wifi card and the zaurus gets particularly hot. Not good for my pocket So, IMHO wifi is no good for always on. Another comment was why the need for always on. The answer is because there is no server component to aim. If I could run a server that would queue my aim messages and then relay them to my zaurus whenever the zaurus signed on to check for messages, the system would be perfect. But for aim to work properly the system must always be on and connected. This is an interesting need though, and I wonder if a protocol plugin for gaim could be made that - well... connects to itself (running on your desktop at home). Of course turning on to check your email once every 1-2 minutes would be fine.
My primary gripe honestly, is how simple GPRS is compared to Wifi. You turn it on, and it's ready to go. wifi, you have to futz around with finding an AP, then hoping it connects right. Then choosing the right AP based on distance, etc. Then there's the question of whether or not the moronic owner who left it unencrypted would be likely to be mad about you using their AP, etc. I always thought Wifi would be a decent solution, and it is for rural areas (astoundingly), but not in the city where every single AP is a pay AP (I refuse).
My main interest is in having an always ready internet connection so if for some reason I feel like looking up directions on mapquest or something, it's a hop skip and a jump kind of thing. And having my zaurus randomly yell at me to let me know it has email or something is cool