The fastest mobile broadband in the UK is provided by O2 according to a study done by Ofcom.
The study done last year between September and December was done by Ofcom in partnership with Epitiro, the broadband monitoring specialists, found that the average mobile broadband speed was 1.5Mb with an average web page taking 8.5 seconds to download, this was done using dongles and datacards and did not include smartphones.
In areas where there was very good 3G coverage the average mobile broadband speeds were 2.1Mb which during peak evening hours fell to 1.7Mb with basic web pages taking around 2.2 seconds to download on average.

Between the 5 mobile broadband providers in the UK it was O2 mobile broadband that on average performed the fastest and had a lower latency that 3, Orange and Vodafone. O2 averaged around 2.5-3Mb speeds while at the other end of the scale Orange were averaging around 1-1.4Mb speeds.
Other interesting parts that the study found was that 17% of UK households use mobile broadband services to access online services with 7% using it as their only means of internet access, a 4% rise in a year from the 3% the previous year.
Over 4.2 million broadband speed tests were run for the study with 97 static test probes across the UK being used to gather the results.

The tests were performed by Siroda who tested the