I work now on some j2me application.  This application uses sockets. I have found out many devices not having sockets support though, that in specification of device sockets support are market as present.
Here the list of phones with a problem in sockets support (J2ME), it can be useful to whom that :

Nokia 3650 (flawed Socket support)
Nokia 7210 (missing Socket support)
Nokia 7250 (missing Socket support)
Nokia 7650 (flawed Socket support)
Nokia N-Gage (flawed Socket support)
Siemens SX1 (flawed Socket support)
Sony Ericsson T610 (missing Socket support)
Sony Ericsson P800 (missing Socket support)

It is checked up on many phones in each of series (my personal sad experience)

The Nokia WSDL-to-C++ Wizard for the S60 platform is a tool that helps developers create C++ proxy code for accessing Web services. The wizard generates the proxy code from the definition in a Web Services Description Language (WSDL) file. The generated proxy code uses simple device-resident method calls to provide access to a Web service provider from a Symbian application. This approach shortens development time by significantly reducing the effort needed to implement a Web services client application.

Learn more and download the tool