Some Huawei data sticks carry phone-capability according to their "Mobile Partner" software (there's support for it in the disabled modules. Mobile Partner is a pile of shit but sometimes it's actually useful).
I do not know however which exact sticks can do this.
There are lots of them. Just look at what GTA04 and Neo900 are using (Option and Cinterion). Such project can't accept closed baseband being highly integrated with main CPU and RAM like most of modern smartphones do, so they use ready 3G/LTE modules to move it out as a USB peripheral in CPU perspective.
I assume the 3G modules are different or not as in demand by Chinese manufacturers, which is why I haven't seen any on eBay when I go looking.
I'd love a simple, cheap 3G module. It'd make the coverage better for a start.