This week's giveaway is in the EJB and other Java EE Technologies forum. We're giving away four copies of EJB 3 in Action and have Debu Panda, Reza Rahman, Ryan Cuprak, and Michael Remijan on-line! See this thread for details.
You can use UTF-8. UTF-8 is the default character encoding if you don't specify a charset parameter in your JAD's HTTP Content-Type header. You can also use ISO-8859-1 (or anything else) if you set the charset parameter of the HTTP Content-Type header. I'm not sure what device support is like when you stray from US-ASCII though. In theory, UTF-8 should work for all devices; ISO-8859-1 might, in theory, not be supported by a device.