I posted this in another thread but i think it will answer your questions:
Basically you've got GSM and WCDMA
GSM bands are 850/900/1800/1900. In the US, we use 850/1900. The other bands are worthless in North America.
GPRS and EDGE are simply the data side of GSM. You have to have the right GSM band for the EDGE on that band to work.
GPRS roughly equals dialup, EDGE is similar to the "advanced" dial-up speedbooster things.
WCDMA = UMTS = 3G
WCDMA channels voice and data the same, this is how you can have a voice call at the same time you're transferring data, and is one of the benefits over EV-DO (CDMA variant).
HSDPA is to UMTS what EDGE is to GPRS. It's the same thing, just a speed booster.
In Europe, their 3G is on the 2100 band.
In NA, our 3G is on 850/1900. These have no connection to the GSM bands of the same frequency.
T-mobile USA's 3G will someday launch on 2100, but they will use the 1700 upstream, which is different from Europe.
So to answer your question simply, in order to import an HSDPA phone and be able to use the 33G service on it, you'd need to have Cingular as your carrier and make sure the phone has HSDPA 850/1900. The only devices on the market with this is the HTC TyTn and the newly announced HTC Athena. Other than that, it won't work.