A lot of risk involved, not just legally, but in the quality of the device itself. Non production handsets are generally buggy in ways that released handsets aren't, simply becuase they aren't a finished product. I am more than happy to wait for an official release before purchasing a new device.
1st Step in Troubleshooting: Do you have a BlackBerry Data Plan?
2nd Step in Troubleshooting: Pull the Battery.