You dont need a standalone device, a mobile phone with hotspot mode will be enough (my Nexus S with ICS has it, and my wife's HTC with Gingerbread too, dont kno

You dont need a standalone device, a mobile phone with hotspot mode will be enough (my Nexus S with ICS has it, and my wife's HTC with Gingerbread too, dont know about which versions of BlackBerry, Windows Phone and iPhone have this feature) edit: you need to check if your mobile carrier allows you to do it