All the various operators have 3G/GPRS data cards (other than 3)
Vodafone use a data card made by a company called "Option"
All the other operators (except 3 who do not offer a data service) use a variant of the Merlin 3G/GPRS data card
(unfortunalely this means you can only have installed the application for 1 operator using the Merlin Card, but can have Vodafone + another operator installed simultaneously)
T-Mobile have a "unlimited" package for £75 per month (has "fair usage limits" though, doubt leechers would want to use it anyway)
Vodafone have a 250Mb tarriff at the listed price above, not really sure on the O2 data card as it only arrived this morning
(if you are roaming internationally I would reccomend Vodafone as they have networks and partners in virtually every country, I have countless problems with the Orange data cards and roaming. T-Mobile seems OK for roaming, don't really know about O2. If you require usage in germany though avoid O2 as their 3G and GPRS coverage in germany sucks if you've seen the coverage map)
If you want to use it to connect via a VPN to a corporate network then you need to find out if it will work.
I have no problems with VPNs which work over UDP, however to connect to the parent company in Japan (which is forced over TCP) the only operators which seem to play ball are T-Mobile and Orange.