I've just started using Three Mobile Broadband for when I'm away from home.
Reception in big cities seems to be adequate, with even just 1/3 signal strength on 3G or HSDPA web browsing is still quick and very close to home broadband speeds. Data usage just for normal web browsing is really low, but start streaming videos on YouTube and obviously it really shoots up.
Most of the time it connects fine, but sometimes you may get a period of an hour or so where it just refuses to connect despite having sufficient signal and being in a place where you had a working connection just before.
Latency can be surprisingly low at times and although FPS wouldn't be playable games like WoW could be. However, one problem I and several other people seem to have experienced with Three is that the connection whilst never disconnecting is sometimes unstable. Basically often the connection will randomly jump between 3G and HSDPA every few minutes. When browsing the web you won't notice much difference, perhaps just the odd page timing out and needing to be refreshed. However, downloading anything or playing a game will be interrupted when this happens.
Three at present are the only network that offer PAYG Mobile Broadband (what I use as I only use it when away from home). Vodafone does have a 30day rolling contract option but that's slightly more hassle. As for reviews check out the PC Pro website as they recently did a Labs Test on all the major offerings.