Well you can discount Bluetooth really as that is more about personal access to peripherals like phones, printers headsets etc.
That leaves you wi-fi in all it's incarnations (802.11b/a/g etc.). This allows you to connect to a hotspot within a few hundred metres. In practice this means it'll only be good if you're spending your time in Airports, coffee bars, train stations etc. where hotspots exist. Or else on client sites where they have wireless enabled internet access.
For a truly mobile internet conneciton you're going to need to use the mobile phone networks. It's not cheap. You can either use a good mobile phone effectively as a wireless modem or get a PDA/phone combined. Another option, which I would recommend, is a datacard. Use a full size laptop and buy a data card from vodaphone or orange. This slots into your laptop and gives you internet access nearly anywhere. Getting it on contract with a good amount of data transfer included would be an economical way of staying online.
Whichever solution you go for with the mobile networks, they will use the fastest connection they can make normally, starting at 3G (near broadband speeds) and then stepping down to GPRS (landline modem speeds) and then down to something horrendous!
