Typically, the M2M device will use the IMEI of its module. If not, they can be allocated their own IMEI. BABT (www.babt.com) issues IMEIs for non-North American devices and CTIA issues them on behalf of PTCRB (www.ptcrb.com) for PTCRB operators (primarily North America operators). PTCRB requires M2M devices to have their own IMEI allocation for quantities above 10k.
In regards to the features for each module, start with www.att.com/modules, then visit the module manufacturer's websites or contact them for further details. Contact information is included in the spreadsheet.