You have 2 hardware options...
a modem you plug into the USB port (most are like this)
a wireless device that had an internal battery and creates a wireless access point, so multiple devices can connect. This is generally called a mifi
You can go for pay as you go or a contract.
I travel around the UK with my broadband and had vodafone, but it sucked. Hardly connected and no signal. I'm on three now and its much better, signal in most places and great download speeds