all of the 3 dongles should state, "Compatible with Windows 2000, XP and Vista operating systems and Mac OS (may require additional drivers)."
I'm using the MiFi (Huawei E585) and it's great - 6+ hours battery and can be shared over multiple devices via WiFi, USB dongles can be a bit limiting/dodgy I find...
I use a 3 dongle, it's the higher speed one. Bought it as a trial as PAYG so impressed now switched to monthly plan to get lower costs.
HERE
Mac Book Pro, but with Snow leopard, not happy enough with Lion yet to put it on lappy too.