I'm currently doing some late night crunching on my machine for work. Since I have Windows Mobile 6 device with 3G capabilities, I make use of the "internet sharing" features often. Here in London, I was particularly amazed with the performance I got with only one bar of 3G service!
It later tapered off to around 25KBps but awesome regardless!
When indoors in London, my Orange 3100 (HTC Tytn) defaults to GSM because of better signal strength. I actually prefer GSM because of improved battery life in almost all situations, however, when I am using my phone as a 3G modem, I go into the "settings" menu and select "phone," navigate to "network" and select "WCDMA" to force a 3G connection. It should be easier than this but I'm not complaining cause I just saved £15 by not buying Hilton's lousy internet service.