T-Mobile Netherlands does something similar. Quoting Data plans entry on wiki:

Please, if you have accurate information about such add it on wiki's Data plans entry.

I wouldn't call OpenVPN a proxy btw. Proxies run on layer 5 or layer 7, are configured in client, often run by 3rd parties, often not encrypted or authenticated, and serve entirely different purposes such as caching data. What you use OpenVPN for is tunneling data encrypted between you and tunnel endpoint which is also your gateway, and all this happens on layer 2 (TAP) or layer 3 (TUN) instead making it much easier to run transparently. FWIW, IPsec runs on layer 3, and doesn't use UDP to establish tunnel (layer 4) but is easy to detect. Why is this important? For one, privacy. Also, packet mangling and QoS. Telcos will start to use these methods more often.

And something really odd is that on Vodafone NL when I tether to my phone with proxy set, and I used my laptop's browser for surfing, I could not use my phone's browser anymore. It'd require me to fill in a username/password. This would continue for approx a day. Unsetting the proxy solves the problem, but I think the proxy does increase the speed of browsing.

Vodafone, and Vodafone cares more about what you use your connection for in the sense that they don't allow VoIP and tethering by contract. Especially in Germany. T-Mobile is known to be more lax in this regard but cap heavy users.

In NL, Vodafone provides faster speed than T-Mobile, but FUP is 10x average usage whereas average usage is unclear. Vodafone (and KPN) also have better 3G network. These are also factors to take into account!

(Note to self: multisim = multi SIM)

You'd lose your current connections.

Question is also whether N900 supports multiple APNs. Not sure if it does. See the MMS thread for some discussion on this.