In my area, it doesn't fall back to GRPS/2G - Orange doesn't provide that here.
O2: UTMS-2100Mhz + GSM-800Mhz
Vodafone: GSM-900Mhz + UTMS-1800Mhz + GSM-2100Mhz
3: UTMS-1800Mhz
Orange: GSM-1800Mhz
..none of the fallbacks provide data, GRPS/Edge etc.. voice only. Happy to be proven wrong, would be nice to have sometimes!