I have been using a mobile USB dongle since 8.04 with no complaints. I would
recommend having at least 8.10 or above though as the network manager is much
better working with them. Basically you plug it in, a wizard should start up and
you just tell it which country you are in, pick your network provider from the
list and you are on the internet. Simple!
I can not see you have any problems unless you are running pre 8.04 version of
Ubuntu, then you have to write a wvdial file to use the dongle. If you are fully
up-to-date though then do not hesitate. Just google the make/model of dongle
they are offering with your version of Ubuntu and you should know straight away
if there has ever been an issue.