1900 only service isn't very good here, as the former Blue network just doesn't cover much area. In Tulsa, the Orange network (and Blue at 850 for that matter) had lots of dead spots, but now with integration, they complement each other nicely.
You could also be putting a damper on your EDGE speeds, since you have less channels to choose from if the network is dual band in your area, meaning you may be stuck on a more congested 1900 channel when 850 is available.
If you're on T-Mo, and you're in a native T-Mo market, 850 will do absolutely nothing for you, it will only help if you're on another carrier. It's much different for us Cingular users.
It's also different here in that if I did have T-Mo here with a 1900 only phone, I'd have coverage in the cities of NW Arkansas, in Tulsa, and along most of the highway between the two, but I'd be out of service for several miles in Eastern OK along US412, where Cingular's 1900 network drops out and one has to roam on Dobson's 850 network.
In Arkansas, GSM1900 is strictly an in town thing, as is CDMA1900 for that matter.
All that said, it really depends on your carrier, your location, and your traveling habits. If you live in a city well covered by T-Mo (or Cingular at 1900 for that matter), and mainly fly to other cities similarly well covered, you won't be missing a thing without 850. If you drive a lot, you may well miss out on much coverage, especially if you don't keep to the Interstates. Obviously, there are places with rural GSM1900 coverage, but a lot of it is 850 only.
Some people choose to deal with it by having two phones, one nice 900/1800/1900 triband and one not so nice 850/1900 phone. I prefer to have 850 on all my phones since I depend on 850 coverage a lot.