I've got the older style Option 3G/GPRS combo card, kindly given to me by work.
As BEagle says, 3G coverage outside London or big towns is sketchy, GPRS will probably work if your phone has coverage.
The contract we have allows 450Mb usage per month in the UK, and a per Mb outside the UK. One guy who moved to Dublin and used the 3G for getting email while his broadband was installed ran up a bill in excess of £2k - no other choice, really !
I find if I'm careful about disconnecting, exiting the software and stopping then removing the card my laptop works fine. If I don't do that it's pretty much a guaranteed hang on shutdown.
If I'm abroad (as I am at the moment on Washington) then I tend to use hotel internet access, preferring wireless over wired as there's fewer issues with autonegotiation and the like. Other than that, if I can't reasonably get some sort of connectivity I treat it as an opportunity to not have to read email !