1) To keep a GPRS session open will depend on the operators setup. UDP is usually dropped quickly (minutes) and TCP longer (hours). DO you need to keep it open? Why not open the session, send the data and then close the session.
2) Hmm, not sure about this question. From a business perspective you obviously want to send a little data as required to meet your functionality. Transmission will take as long as it takes depending on the network.
3) For Europe please see the developer Kits you can purchase from this site from KPN, O2 and Movistar.
most of the time there really isn't any alternative to doing a trial to discover how best to configure your solution. How long to hold sessions open for and how often to transmit data are things that can only be answered knowing the end to end experience you are looking for from your solution.
Using a developer kit from one of the operators linked to this site will give you exactly this level of visibility and will help you work out the optimum configuration at an early stage.
Good luck with your project!