In my experience, it really depends on two things...where is the exchange server for the "remote" user(s) located and how many users on that mail server are going to use a BlackBerry?
We're struggling with the question right now of when to place a BES out in another country and when it's ok to just leave those users on the U.S. instances. We've found that with high latency between BES and Exchange (we see from 200-500ms latencies depending on the office location), 20-30 users is usually manageable with very few message delays or problems reported. 4.x simply manages MAPI threads differently than 3.x versions and can be set to automatically refresh threads that it detects as hung on a periodic basis, so that helps with the delivery delays, etc.
For some of our offices, we've convinced them to locate their Exchange mailboxes in the U.S. and just use OL2k3 in cache mode and their BB's of course work great! Other offices won't do cache mode and require their mail server to be geographically close to them...that's when we have to really start watching how many BB users they have. Eventually, we'll have to create entirely new mini-BES infrastructures in each of our remote offices, with their own database (we use a clustered SQL for our domestic BES instances) and admin accounts and that's a headache that's slowly starting to develop for me.