You could always get one of the mobile Wi-Fi dongles. Works the same way (internet over 3G network) except it puts out a Wi-Fi signal instead of you having to plug the dongle into the device. Just leave it in your pocket and turn it on and off as needed.
Or you could get one of these.
Should connect a USB dongle fine. I've got this particular one to connect my PS3 controller rather than pay £15 for the Sony one. Works perfectly and lets me connect my USB sticks too.