My experience, supported by press comments, is that Vodafone have one of the most extensive and fast 3G data networks in the UK. I certainly have few complaints about not getting a signal and I normally find that it's a fast connection. I've done speed tests and logged up over 2 Mbps, which is pretty good (the modem is rated at an optimistic 7.2 Mbps but I don't think the network yet supports over 3.6 Mbps). Like fixed broadband connections, the speed must vary depending on the traffic load and the number of users in a particular location.
I was reminded of this again over the weekend when I was asked to set up a friend's T-Mobile pay-as-you-go data card. The T-Mobile software for Mac is excellent and you can monitor your usage very easily. It also allows the sending of SMS messages as you would expect. Incidentally, this deal from T-Mobile costs £2 per day for unlimited downloads (with a 3GB "fair usage" policy), which isn't bad at all. The weekly and monthly PAYG options are less attractive and you are better off with a 12-month or 18-month contract.But for the occasional user, £1.70 a day is great.