Also add the D-Link DIR-457U
I just bought a D-Link "myPocket" here in Hong Kong for $699HK and a spare battery for $99HK - about £65 - there are a number of version but when I looked online for UK sourced versions they were all about £130+ but this maybe with a USB PSU (bloody expensive PSU in that case) while this just comes with a USB cable. Frequencies checked and this one will work when I get back to the UK.
There are plenty of the Huawei models here with the 21Mb ones about £200HK more.
I wanted something to use a local SIM while I left my UK SIM in my phone and also like Alex says above to save battery on said phone, which is usually more important.
So far, it works fine and has two modes *either* USB modem or Wifi hotspot and the memory card works in both. It also charges from USB in both modes which I believe one of the other popular ones here doesn't. I got a few hours out of the first charge and we shall see how it goes.
One downer - it gets VERY hot when left in a bag...