One of the nice things about EV-DO is that you can get semi-broadband speeds nearly anywhere and not have to shell out $10 a day at a hotel or airport for access to the Internet. It does, however, mean that one more thing has to be plugged into your laptop, and forget about using two devices at this same time.
I was looking for something a bit more flexible and recently got the CradlePoint PHS-300 Personal Hotspot. This is a portable, battery-powered, WiFi router that is slightly larger than a deck of cards. On one side of the device is a USB port to connect an EV-DO or HSDPA USB modem, a DC power port, and an on/off switch. There are also three indicator lights to show power status, Internet connectivity, and WiFi status. The included battery provides several hours of WiFi Internet access - almost anywhere. Download speeds are consistent with using the modem directly - I get about 800kbps on both Sprint and Verizon's EV-DO network through the router.
The router's software is also pretty powerful, supporting all of the common WiFi router functionality, including NAT and DHCP. The WiFi access point can be set to open, or use WEP or WPA encryption. A unique feature that the PHS-300 offers is web-based login: you can setup a network without encryption and the router will redirect anyone who connects to a login page, where they have to enter a password to continue to access the Internet. It will also do custom port mapping, traffic shaping, and Internet filtering if you so desire.
Its small enough to to fit - and stay - inside a PDA pocket in any laptop bag and can easily operate from inside. There is an active support community at EVDOForums for the device. CradlePoint also manufactures a smaller version, called the CTR-350 with many of the same features, but also will connect to the Internet via wired Ethernet, but does not have a battery. There also recently introduced the MBR1000 router, which is designed for home or small office use as a backup router to a main wired connection. The PHS-300, with battery, sells for $179.