Get online using
http://www.junefabrics.com/pdanet/ (PdaNet)
Speed depends on where you live and the signal you are receiving. I get around 180kb/s. Downloads for me can range anywhere between 5kb/s to 55kb/s (average seems to be 30ish). It is quite noticeably faster than dialup. At the same time though, it is also noticeably slower than DSL/cable, especially downloading speeds.
Also, don't even think about gaming on one of these phone's connection.. expect an average ping of ~300 (of course plus or minus a bit depending on where you live).