I use TreoMail Corporate edition to check my office Exchange email. I've got it set up to deliver messages automatically every hour from 8am-7pm weekdays, with no alerts. I also use TreoTools to turn the phone on at 8am.

With this setup, both my phone and GPRS connection are automatically turned on in the morning and I can just flip open the Treo to check for new mail. If I'm going to be out of the office, I up the frequency of the email check. Mail syncs are pretty cheap (I limit my emails to 5K each), so I'm not using excessive Kbytes to keep this up.

Since TreoMail doesn't disconnect after the mail sync, this gets around the fact that the "Connect to the data network whenever wireless mode is powered on" doesn't work.