I suppose it depends how much you want to pay, and how much you want to use it.
I have an O2 "SIM only" contract, for which I pay a shade under £20 a month. That gives me 600 minutes any-time voice, unlimited SMS, and unlimited GPRS/3G data - subject to a "reasonable use" limitation.
If I'm connected via HSDPA, the speed is OK. On cooking GPRS, it's a bit slow.
I didn't have to do any APRS or other setup stuff - just put the SIM in the phone and switch on. I can connect the laptop to it via Bluetooth, or wired to a USB port - USB seems a fair bit quicker.
The phone has an "internet sharing" facility which needs to be turned on, and that's it.
Friends have 3G dongles for their laptops: those seem to be a fair bit faster (impressively so) but they pay for the speed.
For those occasions I'm away from WiFi and home, and in the UK, the cellphone tether is very useful. Just don't use it abroad!