Unfortunaly there is no optimal configuration for universal use - unless you have countless "Cyberbucks". Here is my strategy for the domestic use (in DE) with my mobile phone provider O2 vor.
CSD standard service.
CSD is the slowest connection with maximal 9,6kBit/s (O2 is supposed somewhere to have 14.4kBit/s). Like every provider O2 offers its own internet gateway. Charge is always 15c/min no matter where and when you are.
O2-Gateway:
User: go@mobil.de
Password: internet
Phone#: 0179464638
I use this configuration only if I am not inside my city zone.
CSD by independent providers.
Call-by-call providers e.g. Surf25 have free local access phone numbers in most cities. You will only be charged with the rates of the mobile phone provider. So the data call with "City Option" will be charged with moderate 7c/min round the clock. Within the so called "home zone" even only 3...5c/min. In my case this home zone is far-reaching (you may relocate the home zone temporarily for a charge e.g. during holydays). This is my favorite configuration. If I move out of my "city option" I switch over to the O2 standard gateway.
Some providers offer an "best city" option for local rates into that city you are currently in. With a list of all local access numbers of an independent internet provider you will be able to connect to internet in each city for that "best city" option charge. Helpfull for domestic frequent traveling users.
HSCSD.
This service is not supported by O2 and so I can't give any comments. But it is said to be a fast and less expensive service.
GPRS.
The speed of this service depends on the current number of users in the transceiver cell. Up to 53,6kBit/s are possible but mostly only up to 40,3kBit/s. This service is offered by all mobile phone providers. Charge is independent of time and location but depends on the transmitted amount of data. The standard charge of O2 is 5c per 10k plus 9c once for each day in use. For chat und messenger this is the cheapest service whilst for internet browsing with images and downloads it could be very expensive. The faster transmission speed is IMHO not the crucial factor. I use this service for durable online connections with low data transmission and sometimes for browsing palmfriendly sites.
For the configuration please refer to:
Internet connection abroad
This is IMHO for financial reasons only viable if you can use local access providers. Therefore you have to investigate the possibilities of the concerning country.
Or you may rent worldwide access from: