I prepared a 3G Router with failover to the 3G WAN via USB Stick in case the main DSL Uplink fails. The router has no option to pass a PIN to the available Huawei E1550, even though the mode is supported in general.
After the PIN constraint was removed from the Huawei stick, the TP-Link 3G Router (TL-MR3420) is working fine in WAN preferred mode. Soon after I disconnected the connection to the DSL uplink, the router began setting up the Huawei E1550 stick.
The Huawei E220/E270 stick I got from my mobile provider is working on Ubuntu Lucid Lynx out-of-the-box.