I've been looking into this also and have found that none of the big gsm carriers sell a cf card. I did find this third party solution that will get you going on t-mobile or at&t gprs network. I haven't gotten one yet so I can't say how good it is.
Sprint has left a bad taste in my mouth the two separate times I've had service with them (voice service that is). They may be better now that they have the new 3g network out.
GPRS CF Card
If you get one, post a review. I'd like to know how it works out.