As reported by ENgadget:
Ouch, we just tested and confirmed that one of the smallest (and thus likeliest to fit) USB EV-DO modems around, the Sprint / Novatel U727, won't even come close to fitting in the cramped, foldaway USB port on the MacBook Air. Most flash drives will probably be okay, but it looks like 3G users will either need powered USB hubs or a USB extension cable to get online where WiFi isn't available (read: most places). Of course, your mileage may vary -- we recommend testing your modem of choice on a live machine in an Apple store before dropping any coin.
Why would you even have to think twice about this?
This is one of the most ridiculous complaints I have heard yet about the MacBook Air. I've installed maybe 10 of these modems for my customers over the years. I have NEVER installed one without a USB extension cable. NOT using an extension cable could easily break your USB port and it looks horrible to have a 3" - 4" device sticking out of your laptop or desktop anyway.
I've always recommended these:
They are called 3M Command Adhesive © Strips. They leave no residue, are reusable, and come off with extreme ease - but bond VERY securely.
Using these strips to help mount a 3G USB modem with the antenna poking above the screen looks better and gives you MUCH better reception.
And for the record ... how much weight does a USB extension cable add to your laptop bag?