On T-Mobile, you have three levels of data access: GPRS, EDGE and 3G. In terms of speed, GPRS is so slow that trying to read anything more than text web pages is pretty much pointless. On EGDE, it's pretty slow and using it around the country my impression is something akin to "click, wait, wait some more, and then a steady trickle" as the web page loads. You can pull up Anandtech and it will take like 30-40 seconds to load - and most of the page won't show up until the last 10 seconds or so. And then there's 3G which feels like a slightly sluggish DSL connection and Anandtech will load in something like 4-5 seconds. Of course, speed depends on a whole lot of factors - signal strength being the biggest - but I've been on T-Mobile for a long time, and these are my experiences.
3G is only available in some areas, and your T-Mobile Dash doesn't have a 3G radio on it and so even if you are in a 3G area, it won't work. The phone will always use EDGE wherever it is available, but if there's no EDGE it will drop down to GPRS.
Data works everywhere where you get a T-Mobile signal - although pulling up a web page over EDGE when you have 1 or 2 bars will be so slow the page will usually time out with an error before it loads. But I was taking pictures of the kids skiing at Winter Park, Colorado a couple of weeks from the slope with my phone and then emailing the photos to my parents and the pictures went through right there on the slope and I read my parents email reply from the slope over lunch. It works everywhere that T-Mobile has access - you can pull up web pages while driving down the road at 75mph without a problem. About the only caveat is that it doesn't always work in places where roaming is enabled - so I was in Bozeman, Montana, where I was roaming on T-Mobile using some local carrier there and I could make calls in network, but had no EDGE coverage. Similarly in most of Wyoming. But if you have a T-Mobile signal, and at least 1 bar, you will have some limited speed data access.
It is full access - well, maybe some things like VPN and FTP don't work, I've never tried, but definitely you can do Skype over it, you can listen to Pandora.com, you can surf every web page that your cell phone is able to render.
In terms of data plans, there's really only one that's readily available right now and that's unlimited data + 400 SMS/text messages for $25 (on top of a voice plan). So if you have a $30 voice plan, it will be $55 for data. You can't get data alone easily.
There are possible cheaper data plans but you'd need to call and negotiate it with a representative.
I've been pleased enough with my EDGE access from T-Mobile. It's just slow... 40 seconds to pull up a reasonably sized web page makes you wish you were on Sprint or Verizon or AT&T's 3G network. But once you get used to it, it works well enough. I can pull up Google maps, get directions, and send and receive email. I'm content.