Hoodoo's method works too, of course. I forgot that option in my post before. If you have a phone connected to the Internet, with a suitable data plan for PDA / Pandora-style Internet access habits, and you can connect Pandora and phone via Bluetooth, and if the phone supports forwarding the Internet connection via USB, then this is also a way to go.
As for your ebay link, ocean, this is the correct kind of device (well, it may depend on where you live, which kind of device works! Befroe you buy, make sure the device is compatible with the networks in your surrounding!).
The auction says, it is a
Huawei E353.
So now let's look into the compatibility list at
http://pandorawiki.o....283G.29_Modems
...well, the list does not mention the Huawei E353. So It's unknown if the modem will work with the Pandora's current drivers.
You could just try it (and then report if it works, and ideally enter the result into that list).
If you want to make sure that you get a working modem, try to find one from the compatibility list.
And yes, it goes directly into the Pandora's (larger) USB port.
The smaller port, i.e. the USB OTG port, is not capable to drive such a modem, as it only supplies 100mA of current to the attached device. The larger port supplies 500mA and is able to drive some (not all!) 3G modems.
As for suitable data plans, you get them from the network providers or from their resellers. T-mobile, Vodafone, to mention some globally operating ones. But you may have local ones which are cheaper. There are websites comparing such providers. On some you van even enter your Internet habits and the page suggest suitable providers.
But attention: Read the small print. Cheaper plans often tie you for some time to the contract, and cancellation of such contracts may not be easy (at least in Germany this is a real problem. Business ethics are very bad here, when it comes to such issues).
Daniel