My experiences with USB adapters of this type have been dire - they don't support older Macs such as my iBook very well, and Linux support seems to be very poor indeed, requiring more OS tweaking than I'm happy with. But any computer that has a network socket is pretty much bound to have appropriate networking software as part of the OS, and knows how to make a basic connection. It'd also free a USB port!
I know that there are 3G to WiFi hubs, which is of course another way of doing this job, but they need a separate power supply etc. and would be more of a hassle. And there were 3G GSM cards for older laptops that had PC card sockets, which wouldn't be much use to me.
Is this something that used to be around but has gone the way of the dodo, or just never got invented because USB was around?