Next week I'm off to Melbourne and the office lent me a nifty 3G USB wireless dongle, a Huawei model E169, supplied by Optus.
First I tried it on the Mac, the device has an embedded USB storage area that mounts as a disk and has the software in it. It's rather clunky but functional and of course you have to eject it before removing the device.
I plugged it into a netbook running the Ubuntu 9.04 Netbook Remix (but presumably it's the same in the normal mix), and was automatically shown a very friendly connection wizard.
It seems to be pre-populated with all the details you might need. Suffice to say, it just worked.
Great to see a clearly superior user experience on Linux.