Just a note to say that the Vodafone 'TopUp and Go' USB broadband dongle (the white one) works with Linux.
I installed it on a HP MIni 1233 Netbook running Mandriva 2009.1 (Powerpack). YMMV but as it works there it will probably work equally well on all modern Linux distros.
Installation was a snap. I plugged in the dongle, went to the Network page of Mandriva Control Center. The dongle was identified as 'GPRS/Edge/3G, HUAWEI Technology HUAWEI Mobile'. The list of canned configurations did not include Vodafone so I added a new one. I entered the APN (pp.internet), no user ID or password required. Clicked on connect and connected. Total time, about 30 seconds.
FWIW the ppp0 script generated by the network tool looks like this
DEVICE=ppp0
ONBOOT=no
METRIC=40
USERCTL=yes
LINESPEED=115200
MODEMPORT=/dev/ttyUSB0
DEBUG=yes
PERSIST=yes
DEFROUTE=yes
CELLULAR_CID=3
The connection works very well, I'm using it to make this post.