Getting mobile Internet access when abroad was hands down easiest in Hong Kong of all the places I've been to so far. Visiting the famous Chungking Mansions where there are tens of small vendors selling SIM cards (both local and ones asked at people who want to call abroad) and asking around will get you sorted out in no time.
I ended up choosing a 100 Hong Kong dollar (around 9,8 euros at the time of writing) package from New World Mobility that includes a SIM card and unlimited access for 7 days in a 3G network. The clerk was kind enough to activate the package for me. New World Connectivity is a virtual operator (VNO) using CSL's network, which can cause some phones to think that the phone is roaming and in order to activate data connection one has to enable data roaming, like in my case.
The connection quality is really good. Although the bandwidth is usually between 1-5 Mbps, the flow is consistent and works even when riding the underground, which makes a great user experience.
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