The only thing to look for is the Chip inside the phone and it's HSPA / HSDPA Mbps rating i.e. 3.6, 7.2, 21 as this will affect your speeds. The Telecom network is speed at 14.4, however no devices exist in the mass market that are capable. There are however a few 21Mbps data cards.
The only downside is how you're going to tether the device.
If you use a USB cable it means plugging it in erery time you want to use the internet. If you skip the cable and use Bluetooth then you'll typically find the maximum serial port speed is 115.2k, 128k or in some cases 921k. If speed is an issue then you'll have to use a USB cable.