If you have an Android phone that you have Rooted or can get done, hacked hotspot works well with the PS Vita. We have 2 PS Vita's, opened them in the vehicle and turned on, connected easily, updated both on the road (saving AT&T Connect for sometime when we'll use it for other things. I have unlimited data with my phone plan ... and that's what we'll use most of the time.) Really nice. Other Rooted wifi things exist, this is just one built into many ROMS and totally easy peasy.
I do the same with my kindle fire. Even if you went out and bought like a virgin mobile hotspot its like $40 a month unlimited data with 4 devices. They wasted their time with whoever decided the price plan there is way better options
does gps work/ update if you tether? Not sure if you had a wifi or 3g model though. If anyone does have a 3g model have you tested this. easiest way is probably with the map app.