Many of the do work but the main stumbling block is often getting the device into a correct operating mode when it's connected. By default many of those dongles appear as mass storage devices that contain MS Windows (OS X in some cases) drivers/software that the user can then install. The driver then switches the device to the real operating mode and the device operates as an USB serial port adapter. Under FreeBSD this "modeswitch" has to be performed as well and it's often done by usb_quirk(4) as mentioned in the u3g(4) manual page. There also the sysutils/usb_modeswitch port that can be used for the purpose.
I am going to throw a shameless plug for the Sierra line. The MC7700 for GSM-ATT works well (Please state your carrier for help)
This is a miniPCIe device but can be mounted externally in a usb to miniPCIe adapter with/Sim slot commonly found on ebay for 5-10 bucks.
It eliminates the whole mass storage mess. http://www.ebay.com/itm/271824339295
There are a few other LTE modules depending on your carrier.
Basically you can use cu to connect but most would use PPP or net/mpd5
If you want to browse working devices checkout this file: /usr/src/sys/dev/usb/serial/u3g.c
There is an issue with the Sierra modules where some are shipped in QMI mode which FreeBSD does not support. So if the module is shipped in QMI mode it will appear unsupported as a device. Simple fix is to use an Ubuntu Machine with Putty and switch the module using AT commands as Ubuntu supports QMI. DirectIP mode(DIP) is achieved with one command in extended mode. AT!UDPID=68A3. This changes the modules PID. In QMI mode it shows 68A2 along with the TMobile module MC7710 which functionally acts exactly the same. Just different LTE-GSM frequencies the only difference.
The MC7355 was added later by the Netgate crew so most MC7354 and MC7355 work now or can be switched to a working PID.