HTTP over Wi-Fi, Direct TCP, or WAP2 is the best connection method to use for streaming audio if you want to reduce the number of intermediate proxies and carrier networks. Transports such as BES and BIS go through third-party infrastructure (enterprise in the base of BES and RIM in the base of BIS), which adds another point of failure in the path. Not only that, but I have asked RIM employees directly what their thoughts were on streaming media over BIS and their short but sweet response is "don't". They don't want the extra traffic going over their network. I have heard from the BlackBerry forums that large HTTP transfers aren't very reliable over BIS, anyways. In a similar way, BES admins probably don't like apps that try to stream a lot of media through their servers as well.
That leaves Wi-Fi, WAP2 and Direct TCP. Wi-Fi is a no-brainer for devices that have it (and users who are connected) but remember most CDMA devices don't have Wi-Fi so only a small percentage of users may have it. WAP2 is nice in that it doesn't require manual "APN" configuration, however in my experience not all carriers are set up for WAP2. So you may want to try that first and if it doesn't work (i.e. no WAP2 service records or connections over WAP2 fail), use Direct TCP.