If you want a really portable solution then you better get yourself a seriously slick lightweight laptop, and a PCMCIA GPRS card for it.
Any half decent laptop will have wifi anyway so if you are within an open access point, or you pay for it
, you will get access that way.
But IME a lot of the time you won't have that option (at this point a lot of people will jump in saying how they been to such and such European city and found wifi everywhere, but IME it does vary hugely) in which case you plug in the GPRS card and off you go.
An Ebay.co.uk search on "Sierra 750" turns up item # 110023226204 which shows the sort of thing. It should be about £50. You then need a SIM card. Personally I use Vodafone; you have to call Voda to get them to enable data access.
Voda is unique
AFAIK in allowing fax on PAYG, so if you get Winfax sorted as well you can fax airports for PPR (essential on a European holiday).
The Sierra 750 is tri-band and works in the USA too (I have tested it). PM me if you need more info.
A more modern thingy is GPRS/3G e.g. Ebay # 230019699834 which also does wifi. I had one of these and found to my amazement it didn't do GSM fax so I gave it away. 3G is wonderful when in coverage but once away from the M25 etc the coverage is usually poor.
There are a few laptops which have GPRS built-in but they are rare. Look at the Dialogue Flybook, e.g. Ebay # 270021140366. New about £1800.
http://www.dialogue.com.tw/ I think