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.
The most common connection method is to use the HttpConnection. Whether that results in the use of a GPRS or dial-up connection is down to the device configuration and (as far as I'm aware) cannot be affected or detected by a midlet.