Starting with Opera 10, there is the integrated "Opera Turbo". With the
help of that proxy you not only speed up the loading of websites by 4x and
more, but you also decrease the amount of data transfered, which makes
your volume last much longer.
After a whole day of 3G web surfing, Opera Turbo had saved me 2 GB of
traffic! (Only about 100 MB were left, that 20x less!) So the first thing
after setting up 3G should be setting up Opera with Opera Turbo!
Oh and you'll probably also want to put this list into your Opera urlfilter.ini. This stops Opera from loading ads, saving you even more traffic. But you can't use save as, you must use copy & paste to get rid of the html elements in the file.