Sprint does have unlimited data and that is nice for sure. I had Verizon for years and finally switched to Sprint because of their 99/month for everything plan. It's actually closer to $120 after taxes and the $10/month 4g fee (and thats really to cover the bandwidth not 4g). The only place my sprint phone didnt work and another did domestically was in the middle of no where WY, the phone that did work surprisingly was AT&T not Verizon. Otherwise my Sprint phone has worked all over the US for the most part. There are certainly spots where one might be better than another but in general I'm 100% happy with the service.
All of that being said, what you want to do is pretty unlikely to fly. You could get an android based phone or iphone and hack it to allow the phone's built in wifi hot spot to work. The downside as mentioned, online gaming takes a *LOT* of bandwidth, WAYYYYY more than what a typical phone would consume even if you were surfing the web watching a movie. You could find yourself in violation of the TOU and facing some pretty steep fines with your service being cancelled. Not saying it wouldn't work but definitely something you put yourself at risk for so read the usage agreement well if you go this route. Also its very important to note with Sprint (and I believe the others) although you have the unlimited plan, with the paid tethering I believe you are limited to a data amount, at least that's what was explained to me. Unlimited data was only unlimited when the handset generated the bandwidth from its own apps.
They do make a variety of broadband modems these days. USB and hot spot models that might work well for you, again some data restrictions with most of them but Clear has some pretty good plans, a number of coworkers use them for their mobile needs and for $50/month for unlimited 4G coverage... eh, its not bad
Oh yeah, the iPhone 5 is rumored to be released in the spring/early summer. You've waited this long, if you are just in it for the data, get a cellular modem and wait for the new cool toys (if you were leaning towards the iPhone
)