There are plenty of cellular modems on the market in the mPCIe form factor.
Playing with such modems is reasonably easy, you can simply insert them in a mPCIe slot of a laptop or an embedded device (soekris, pc-engines or the like).
However, many of those modems actually export interesting signals like digital PCM audio or UART ports on some of the mPCIe pins, both in standard and in non-standard ways. Those signals are inaccessible in those embedded devices or in your laptop.
So I built a small break-out board which performs the basic function of exposing the mPCIe USB signals on a USB mini-B socket, providing power supply to the mPCIe modem, offering a SIM card slot at the bottom, and exposing all additional pins of the mPCIe header on a standard 2.54mm pitch header for further experimentation.
The design of the board (including schematics and PCB layout design files) is available as open hardware under CC-BY-SA license terms. For more information see http://osmocom.org/projects/mpcie-breakout/wiki
If you don't want to build your own board, fully assembled and tested boards are available from http://shop.sysmocom.de/products/minipcie-wwan-modem-usb-break-out-board