If you are interested in finding out what mobile broadband devices do work well with the current NetworkManager stack, Dan Williams (the lead NetworkManager developer at Red Hat) has written a lengthy blog post that details the support level for various cellular cards. The devices covered include the HUAWEI, Qualcomm Gobi, Modern Sierra, Old-School Sierra, Option "HSO", Ericsson F3507g, and BUSlink SCWi275u.
Dan shares, however, that the current NetworkManager architecture does not allow all mobile broadband devices to be supported. As a result, a new FreeDesktop.org project has been started, which is called ModemManager. ModemManager will interact with NetworkManager in a similar way to how wpa_supplicant works with NetworkManager. Via D-Bus, ModemManager will make it possible to handle data connections, send SMS messages, read/change the phone-book, acquire signal strength, read the GPS signal, and provide other features not possible strictly in a NetworkManager stack. In fact, just yesterday ModemManager picked up the support for sending SMS messages on Linux via a connected mobile phone.