Nokia with joikuspot for Symbian or Maemo. <$10 program (by paypal) or lite version without WEP key but works very well. Maemo also has free program, but pointless because it will only work with Wind Mobile
I have data plan from Rogers and put my sim in E71 with Joikuspot. about 4 hours of continue usage and speed is good enough that I can't tell the difference between USB stick (21Mbps) or WiFi from E71 (3.6Mbps). Rogers on USB stick is about 3 Mbps from what I got anyway.
I can share more than 1 computer and devices at the same time which is wonderful, not to mention USB stick is a huge batter eater.