There is too much freedom left to the manufacturer and Sun's emulator behaves like just one single phone. Other phones might also conform (or almost conform) to standards, while behaving noticably different. E.g. there can be problems with RMS size, screen font size, StringItem wrapping, etc, etc, etc..
You can cease the incompatibility risk by using recommended ways only, but anyway it is better to try your MIDlet on manufacturer-specific emulators and at least on a couple of different real devices