I installed the free 1-user version of Blackberry Pro Software Express (BPS) yesterday and was quite straight forward. This was onto the same server as Exchange 2003.
Just two issues arose which stumped me for a bit.
The first was one of the Curve handsets would not activate. This was because the activation email which came from Blackberry was been caught by Outlook's junk mail filter and was the activation only works if the email is in the main inbox. Turning off the junk filter in Outlook solved that problem.

In the UK T-Mobile provide an unlimited 3G/HSDPA (High-Speed Downlink Packet Access) Internet connectivity on their handsets for just £7.50 a month.

This makes it a superb way to get Internet connectivity for your laptop, almost anywhere in the UK.

A Macbook with bluetooth, paired with my MDA Vario II (aka HTC Hermes) provides a solid data connection.