First we need to know the type of DVR that you have, or plan to buy.
Yes there are DVRs that will allow you to use a PDA / Cellphone to watch your live video.
AVTech, and CPCam have software for cellphones.
I would test your phone with the application with the DVR that you have, or with a demo unit before you buy.
There are too many factors involved when dealing with phones.
You havd CDMA / GPRS , Java, phone manufacture, the service provider, and the type of DVR involved.
You really have to do your homework from the get go.
http://211.75.84.102/fae/MobileAP/index.html