If you are going to be purchasing a 4G device and want it to work with the RT Device I would recommend you pick up one of the 4G Access Points like the Verizon or ATT MiFi or Sprint Tri-Fi, because RT uses "Class Drivers" instead of Device Drivers you would need a USB Modem that had built-in or Windows RT Windows Update Drivers. With the Access Point type the RT just connects to the Wireless Connection. Another Option would be getting a 4G Smart Phone that supports Tethering.
I'll be getting the Surface Pro when it comes out and was suprised to see 4G not included. Especially at this price point.
I have a company phone only and they don't allow tethering so I will probably be getting a MiFi.
Why would Microsoft lock its devices out with ever-changing mobile technology? Just use a cheap mobile phone (or existing capable one) and tether it. Heck, even my *old* Nokia E72 can tether for the Surface. The new Sony Xperia V with LTE gives you LTE technology an a phone to boot. Or just use this-
In this respect, the Surface Pro is more like a laptop. Most laptops (as far as I know) don't come with 4G built in. This is a great first attempt at merging a laptop into a tablet. I can imagine Microsoft can eventually blow those other tablets out of the water as long as they keep putting out improvements on their tablets. You know, Surface Pro 2 with built in 4G, thinner, lighter, better camera, etc, etc, etc.