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In this paper, the session setup delay of the session initiation protocol (SIP) is studied. The transmissions on both the forward and reverse channel are assumed to experience Markovian errors. The session setup delay is evaluated for different transport protocols, and with the use of the radio link protocol (RLP). An adaptive retransmission timer is used to optimize SIP performances. Using numerical results, we find that SIP over user datagram protocol (UDP) instead of transport control protocol (TCP) can make the session setup up to 30% shorter. Also, RLP drastically reduces the session setup delay down to 4 to 5 s, even in environments with high frame error rates (10%) and significant correlation in the fading process (fDT=0.02). SIP is compared with its competitor H.323. SIP session setup delay with compressed messages outperforms H.323 session setup delay.