Mines doesn't automatically retrieve e-mails. When I click on 'mail' it automatically checks for new e-mails but doesn't do this on a timely basis. There's small icon (curled arrow) on the bottom left of the screen that reloads the page and retrieves anything new. As I say, if I leave the page open, it doesn't recheck. Not sure if you can set it to do that though
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My e-mail on my laptop is through Outlook and, it seems, if I delete on my phone (whilst my Outlook is closed or laptop turned off), they do seem to not arrive when I next go onto Outlook (mail stored on an external server). That said, my Bus.Ptnr, who has a 3GS doesn't seem to act like this, his e-mails still get delivered to his Outlook even if previously deleted on his iphone (not sure if this is a new iphone4 function or whether our setting are different).
Oh, congratulations on finally making a decision
; what are you initial thoughts???