As of today, I can be online anywhere...
...because my O² UMTS Surf Stick has arrived. First, I simply unpacked the stick, inserted the SIM card and plugged it into Linux. But the thing just would not establish a connection, even though all UMTS networks were detected.
Once again, the solution was RTFM. Of course, the card has to be activated first. So I did that. And lo and behold... after about 20 minutes, the connection was up.
UMTS works in Worms, too. Here is the proof:
As you can see in the screenshot, there is a Debian package that preconfigures the freely available program UMTSmon. Yes, O² provides a .deb file directly. Installation is therefore a five-minute job.