The link below is for an article about something we've put before in Geekzone: what is GPRS and what classes of devices are out there, and why it's not "always-on".
It then talks about why devices can't be always connected, and other topics. The article also calls to change "always on" to "easy data access" slogan.
Just a note, please read this Geekzone article to understand GPRS a little better. You'll see why the mobile is always connected, but not the data terminal. And you'll see why GPRS does not deliver the expected maximum speed.