More details after emailing them:
Questioning if the Imps only talk to their servers....
They always talk to our servers. However, you can pass data through seamlessly to your own server with a RESTful api if you want to.
Question on the monthly web service charge.
A lot depends on the application. It can go down to $0.10/mo at big volume. We're working on the different plans right now, so nothing is set in stone yet - but it'll be attractive (more attractive than having to run your own service!)