You might try out the AT&T version since I believe you can use it for 30 days to see if you like it. If you don't like the coverage, you can return it. They don't appear to have HSPA available, though. Check with your local store and maybe they can tell you if it's coming.

ROMs are the guts of the machine. It's the software that's automatically installed when you first turn the phone on and sticks around so that if you ever do a hard reset your phone isn't a blank slate. ROMs are usually "cooked" to improve performance, remove carrier bloatware, enable applications (like GPS), etc. and can dramatically change the performance and behavior of the phone. While there are some out for the CDMA version of the Touch Pro, I believe there's more for the GSM (typically, that's the case since the overwhelming majority of the world uses GSM). By installing a different ROM, you remove the stupid stuff the carriers install and gain access to stuff they block.

I know there's software out there to break the lock on the GPS for VZW phones. Hit the TP forum here and you should find it. The nice thing about AT&T is that since it's GSM, you can buy a fully unlocked version (at a higher cost), drop in your SIM and go. If you travel internationally, that's a big advantage since you can buy a pre-paid SIM from a local carrier and avoid roaming charges (which are ridiculous).