Richardf, DirectAccess will work but not until the Internet connection is established.  So if the connection is not established until AFTER a user logs in, that means new users will not be able to log on to that laptop because it would not have connectivity to a DC to authenticate their credentials.  This is just because it does not have an Internet connection, and therefore could not establish the infrastructure tunnel while at the log on / welcome screen.

To summarize, some 3G vendors who promote their products to be "always on" can really mean one of two things:

1) The computer is "always online" once a user has logged on to it (the Rogers Rocket Stick scenario)

2) The computer is "always online" while the computer is running (the HP Built-In 3G GOBI Adapter scenario)

What you should take from this post is that you need to identify how your 3G vendor software works and how that will affect the functionality of DirectAccess.

Another issue might come arround is the Access Point Name (APN) configuration of your mobile network provider. Some IPv6 translation methods aren´t supported by default. I´d an issue with 6to4 and Teredo where IP-HTTPS does work.