You can use either your mobile (cell) phone or a "wireless hotspot" to connect to 3G. The procedure (called tethering) is to connect to the device by WiFi and use it's 3G network.
Advantages include one less mobile bill (if you use your phone) and the fact that you can position the device for better reception, e.g. near a window. You can also share the connection (and account) with other devices such as your notebook.
Disadvantages include, one more device to charge (if using a hotspot) and no GPS. Apparently Some carriers do allow tethering.
Check your data plan before doing this.