I have two Lenovo ThinkPad notebooks (and W520 and an X230), and I have to say I love them: they both run Fedora, and they both Just Work™ without any complicated setup or anything.
I just got another reason to like them even more: I ordered the W520 with the 3G modem built-in, but the X230 did not have that option (for some reason the expected delivery date went up with about 2 months when I selected it), so that is why I decided to install that module myself, thinking "it can't be that hard, right?".
Turns out I was correct in thinking that.
I ordered the modem from a local Lenovo reseller, and got it in the mail today.
It came with a bunch of manuals for all kinds of different ThinkPad models, some regulatory stuff (who reads that?), the modem itself and a bracket to keep it in place.
After finding the manual for my specific type, I found out the manual is very easy to follow: no words at all, just a bunch of images, which, if you have ever played with Lego™, you should be very familiar with and very easy to follow.
After installation, the laptop itself looked like this.
I figured I might need to find and install some proprietary firmware.
Well, was I surprised to just find this.
So in short: installing a 3G modem into them is very easy, and they Just Work with Linux.
I doubt I will ever switch to another brand of laptops anytime soon.