Here in the UK, mobile broadband has started to become more prominent in the last few months, with mobile phone providers offering HSDPA modems at rates comparable to landlines. I daresay the same is probably happening elsewhere in the world, so no doubt many users of Ubuntu and Ubuntu-derived distros are thinking about getting one. I actually tried Vodafone's Mobile Broadband myself but was disappointed with the speed I could get (the mobile networks aren't great in rural Norfolk) so I wound up taking it back. However, I'm assured that in other parts of the country it's fast enough to compete with a DSL line.
So, one question many people will want to know is "Will it work with Ubuntu?". It depends on the device. The Huawei E220 is currently being offered by Vodafone, 3 and T-Mobile in the UK, and apparently support for it was added in the 2.6.20 Linux kernel. Therefore it should work out of the box with any Ubuntu version from Feisty Fawn onwards (I think it should also work with the default OS on the Asus Eee as if I remember right that uses the 2.6.21 kernel). Also, this is a USB device so is easy to get working. Overall, this is probably the safest choice.
The one I opted for was the Huawei E620 PCMCIA card. This was somewhat more troublesome. Fortunately, Vodafone have developed the Vodafone Mobile Connect card driver for Linux for this device which will apparently also work for other carriers as long as they are using a compatible device. It's available from this link. Unfortunately, the comments seem to imply that the beta version doesn't yet work well with Hardy, but I can personally vouch for the stable version working well in Gutsy. I'd therefore expect that once the beta reaches a stable version it will work OK, and it may be that one of the older versions works fine in Hardy.
However, this does have a LOT of dependencies, so to get it working with Ubuntu, you'll need an alternative way to access the Internet. If you install the package as normal and use apt-get -f install to resolve the dependencies, it should be nearly ready to go.
If you then start the application from the menu, you'll be prompted to enter the APN, user name and password. For Vodafone in the UK, this forum post gives you the details you need. For those of you outside the UK or connecting via other providers, you'll need to do a bit of Googling to get the correct settings. I also recommend using Open DNS instead of your provider's own DNS servers for better performance.
If you have trouble with the E220, the Vodafone Mobile Connect card driver might also be helpful in respect of that device.
Overall, the Huawei HSDPA modems are surprisingly easy to get working in Linux with just a few Google searches - I was able to get it working fine within a short period of time. So if you're running Ubuntu or a derivative on your laptop and are considering getting mobile broadband, but were concerned about whether it would work OK, then go ahead - these devices are quite Linux-friendly.