Over the holiday period, I've been looking at a similar device from Novatel Wireless, called the Intelligent Mobile Hotspot 2352 — which also, confusingly, uses 'MiFi' branding.
Like the 3 MiFi/Huawei E5830, the IMH 2352 includes an HSPA modem (7.2Mbps down, 5.76Mbps up), a SIM card slot (ours came with a Vodafone card), an 802.11b/g wireless router (allowing up to 5 device connections), a microSD card slot (ours came with a 2GB card), a Micro-USB port and a Li-ion battery (1,530mAh). Unlike the 3/Huawei product, the IMH 2352 also packs a GPS receiver so that connected devices can make use of location-based services. In the box you get the modem/router itself, an AC adapter, a PC connection cable and a printed quick-start guide.
I've used the IMH 2352 most with my company-issue HTC S620 Windows Mobile smartphone, to deliver a fast mobile broadband connection to this GPRS/EDGE phone, chiefly for a better browsing experience while commuting. This it does with no trouble: LEDs on the unit keep you informed as to connection and Wi-Fi status, a touch on the modem's power button waking it up if it's gone into standby mode. When you need to tweak settings, the router's setup page is accessible both over Wi-Fi and when the device is used via a direct USB connection. Unfortunately, the 2352's Wi-Fi is disabled in USB Modem Mode, so you can't easily share its HSPA connectivity while recharging the device. Battery life is quoted at around four hours' active use and 40 hours on standby.
This is a very useful device — far more functional and convenient than your average mobile broadband dongle, although it did get quite warm after a while in use. However, the combination of a microSD slot that accepts cards up to 16GB and the ability to connect up to five devices over Wi-Fi makes this a handy portable NAS, on top of the HSPA modem. It's not cheap though: SIM-free from Expansys, it'll cost you £209.99 (inc. VAT). The device is also available through Carphone Warehouse on T-Mobile and Vodafone, with prices dependent on data caps.