Does FM Go actually work ? Yes, and very well too !
iPhone 4 - Well, what can I say :-P the phone is great if you can overcome the signal issue, a bumper does appear to solve it. But if in doubt, why not go for a 3GS instead ? I say does appear to, since I returned my iPhone 4 before the bumpers where available, however that was on a new contract with a provider who's signal was very poor. Needless to say, after further research a new iPhone 4 is on its way.
FM Go Connectivity wise, it sounds to me like you don't need to use remote access, if the users only requires client data being updated for viewing purposes, you could just copy the data to the phones on a weekly basis via iTunes or make it available as a secure download perhaps.. Of course if they will be adding their own data, rather than just viewing then remote access would be beneficial (and easier) since their is no sync ability in FM Go.
I myself have not had any connection issues, once the ports are open and configured to forward to the correct machine it works well, I have run quite a lot of tests over 3G.
Speed wise, I am still playing with this. Its certainly not as fast as a FileMaker Client, but hey... we are using a less powerful mobile device, so its to be expected. It can take a while to open my solution initially, however once opened it seems pretty rapid, I have developed layouts and scripts optimised for the iPhone to help with this. Its important to note that I am not using FileMaker Server, so there will be some performance loss due to this.
Having the files local to the device obviously helps
Also, the generation of iPhone has a major impact in performance. An iPhone 4 will open a solution a lot faster than a 3G will, as an example, one file I have takes something like 10 seconds on an iPhone 4 yet takes almost 2 minutes on an iPhone 3G (not tested on 3GS)
The solution file sizes I have been testing with are around 350mb combined, there are 5 files in total.
Overall, I am extremely impressed on what FileMaker have produced as a first version here. Its very capable.