You read proxy setting and use it whether it's enabled or not ? Heh, ugly but I like it. I'll probably use that. I'm not sure about the pain with wifi though. I spend most of my time on an ssh session, so dropping connection is a pain. How would I know if I needed to do so? I assumed notification of an MMS is after the attachment had arrived.
As for alternate route add -net ... connections, well bluetooth pan and usbnet connections that I create are done by hand and the system doesn't seem to know about them in the notification window at all, it seems to work cleanly without anything knowing. Multiple default routes at the same time like S60 permitted is unlikely to ever arrive, although the newer Linux ip command can handle the fancy new multiple routing tables the kernel supports. You may be able to configure which applications connect out of which route. Scary. I'd stick with a -host route add for the gprs0 p-t-p end point using the proxy. It's doable in sh so python should be as trivial.