The main problem with the Sidekick isn't just on T-Mobile's side, but Danger's side as well.
All data sent from a Sidekick is routed through the Danger/T-Mobile servers to optimize it for the phone. Web, MMS, AIM, and so on.
Theoretically even if data worked on a Sidekick, you'd somehow have to get it to authenticate to the Danger/T-Mo servers, which I highly doubt could happen. And the server specs aren't really out there from what I've seen - so there'd be no way of running your own server.