Numerous transport protocols and protocol enhancements (e.g. TCP-ELN, WTCP, STP, etc) have been proposed for optimal performance in different types of wireless networks. In this paper, we define transport layer adaptation? as the behavior of the transport protocol, with the goal of obtaining best performance, when a mobile host moves across different wireless networks. While defacto assumptions have been made in related work on the ideal characteristics of such transport layer adaptation, no explicit work has been performed in either identifying the nature of adaptation required, or the granularity at which the adaptation should occur. In this paper, we systematically study the issue of transport layer adaptation in heterogeneous wireless data networks and answer the following three questions : (i) What should be the required nature of adaptation? Should the adaptation involve changing entire transport protocols at a time, or changing transport mechanisms as required, or can it simply involve change only in protocol parameters? (ii) At what granularity should the transport adaptation be performed? Should the adaptation be done only when there is a handoff between network interfaces or can it be required even when network conditions change within the same wireless network? Through extensive implementation-based quantitative analysis, we conclude that : (i) Transport mechanism changes are indeed how ideal transport adaptation should be performed. Neither transport protocol nor protocol parameter change is sufficient enough for optimal performance across heterogeneous wireless networks. (ii) Transport adaptation has to be performed at a granularity finer than interface handoffs. Ideal transport adaptation should change mechanisms even when the network characteristics change within the same wireless network. Finally, using the insights gained through the performance evaluation, we also present the design and implementation of an adaptive transport layer framework called AMTP (Adaptive Mobile Transport Protocol) that accommodates fine-grained runtime adaptation of transport mechanisms to achieve the best performance in a given wireless network.