1/ I don’t think integrated modules consume any less or more power than external dongles. They’re pretty much the same thing.
3G does impact the battery life of a laptop/netbook, but I find it’s not too bad. It depends on what you’re doing. A “connected” 3G device in idle mode really isn’t too bad, but if your device is constantly active (e.g. streaming video), then you will use a lot of power.
Networks can tweak these idle-to-active transitions. There are also new features coming to HSPA in R8 that will help with power consumption, state transitions, and latency. It will be a few years ‘till that works through to end-users, through.
2/ Even though it’s a 1.6 GHz processor it feels a lot slower. The problem I have with XP on this form-factor is the time it takes to hibernate and wake-up. This is painful with XP and just doesn’t work on a portable/mobile device. A smart-phone OS is designed to be regularly on/off and is much more suited to the use-case.
Hobbyists are buying netbooks and installing OSX on them, so that might work for you.
3/ Whoops. I suppose you could integrate a modem module into a laptop you already own, but “pre-integrated” was a mistake.