Traveling executives and small business owners are constantly trying to figure out how they'll connect to the Internet when they're on the road. Many are signing up for wireless Internet service and modems through T-Mobile, Verizon Wireless ( VZ), AT&T ( T) and Sprint Nextel ( S). These plans, which rely on small devices that plug into computers' USB ports, aren't cheap. That's why we tested some of the options available. Here's what we found: T-Mobile: This former second-tier player in wireless recently came out with a new USB modem for laptop computers. The webConnect USB Laptop Stick costs $49 with a wireless plan, which costs $60 a month. The device and service performed decently in and around New York during the week I tried it. The basic setup is good; getting access to T-Mobile's hotspot network at places like Starbucks ( SBUX) is a bonus. Still, the service is new, and a just-rolled-out network is prone to coverage problems. The modem is also expensive at $50. Sprint: If you want to stay connected to the Web wirelessly as you travel, it's hard to beat Sprint. The company beefed up its modem line this year with new models. The Sierra Wireless 598U and Compass 597 come free with wireless plans. I tested the Compass 597 for several months starting in early January and found the unit to be reliable and stable. Sprint charges users $60 a month to connect to its network, which is fast without being fussy. AT&T: This company has made headlines in recent years by becoming the exclusive service provider to iPhone users, but AT&T has also stepped up its wireless data access. Its USBConnect Mercury modem comes free with a wireless plan, which costs $60 a month.