As per this question, I need to make something clear:
Opera Mini does support compressed data.
Don't believe me? I went to http://www.ericgiguere.com/tools/http-header-viewer.html with my phone and sure enough:
Accept-encoding: deflate, gzip, x-gzip, identity, *;q=0
Still don't believe me?
I hope that this makes it quite clear who supports what. If you want to give me a URL and have me visit it with my phone to verify this, I would be happy to.
Update: the headers above are from the Opera Mini proxy server, not my phone. When Opera Mini visits a page, my phone connects to their 'turbo' proxy, which in turn connects to
stackoverflow.com. When the proxy connects, it fetches data with the above headers - indicating that it supports compressed data.