I was using an Option Icon 401 USB modem, on my Macbook Pro. It worked pretty well, but then the wonderful mobility guys I work with at Internet Solutions decided to start bringing in the Huawei E5830 aka E5. This is one of the new classes of 3G connectivity devices; it takes a SIM card, and presents itself as a WiFi hotspot.
I was initially quite sceptical, but after using it for about two weeks, am a firm believer! These things are great; it has a digital display to tell you what is going on, it is battery powered so no cords and it seems quite stable. Definately a winner!