I was listening to Episode 137 of TWiT this morning, and they were talking about a little device called a CradlePoint that lets you attach your phone or cellular data card and it converts it to a WiFi hotspot. This would be a neat little $250 device that would take all the hassle out of configuring a laptop or PDA to use your phone for its data connection. As a side benefit you can also very easily share your connection with others. They also have a $180 personal version that is smaller and has a battery in it too, so it could be completely wireless for short periods of use.
Another option is the latest version of the Sonicwall TZ190 has a PCMCIA slot, plus it gives you a complete VPN solution as well. This one doesn’t have a USB port so you can only use a cell card, but not a phone. The price is another major difference, with the TZ190 being in the $700 range, though if you need the full feature set it is well worth the price in my opinion.