EDIT: I have seen this problem elsewhere with an ADSL connection and not only USB modems or cell network.
I have my cell network USB modem attached and configured, running under Ubuntu 10.04 The connection is slow in general, although the data flow is good after a connection is established, the problem is it takes too long to actually establish the connections. IP lookups are done super fast so it's not likely the problem at all. I have tried ssh, skype and FTP. There is no problem with any of these.
The problem is mainly seen in HTTP connections, especially with sites with many resources that are gathered from multiple sources, eventually one or two of these resources (image, CSS or JS file) fail to load, the the browser keeps reporting "Waiting for example.com ..." for munites, freezing and keep waiting for this single resource to be loaded. I guess that here could be a clue. I tried browsers other than Firefox: Chrome and Opera and the problem is there as well!
What could be going behind the scenes? Any questions are welcome.