It seems insane to me that the max limit is so low (1000), especially for a dataset like MobileRequest.
In order to query the data collected we have had to resort to the solution suggested above (shorter timeframes) but it means we are down to sub-minute intervals for the queries, and may eventually be sub-second.
My initial view of NewRelic was extremely positive (and with the exception of this one issue still is), but we were dealing with very limited use for the evaluation at the time. We made the decision to use it, knowing of the limitation but not expecting it to really impact us for a while, only to discover that as our app gets more widely used, the data is MUCH more difficult and time consuming to retrieve.
I would suggest that anyone that has the same requirement as we do of getting their data from NewRelic so it can be placed into another system be very careful and evaluate the NRQL limitations more carefully than we did.