I have a CAT CDMA MiFi - a mobile 3G hotspot, it connects to CATs EV-DO service and creates a local WiFi network. Brilliant if you need more than 1 device connected, it can do up to 5. And it's about the same size as a USB stick
CAT offers USB modems as well - this is the only 3G data service that works in most of Thailand - everywhere except Bangkok and vicinity due to a contract issue with Hutch and the general retardedness of the state-owned CAT. CAT works in the north, the east, the south, phuket, samui, etc - but doesn't work in BKK, Hua Hin, Ko Chang/Trat in the east.
It's about 10x as fast as EDGE, depending on the area. EDGE is available nearly everywhere, and cheap to buy, and there are cheap USB sticks and cheap prepaid data plans. With CAT you have to sign up 800 baht / month unlimited - however, there is no penalty for canceling so you can cancel any time too.
If you only need to check email, EDGE is OK. If you want to work or use Skype or any other internet service that's a little more data intensive, CAT is way better.