Best 2/3G GSM (even USB) modem? So I can fake IMEI ,etc?

Does anyone know from where I can get a 3G GSM module, or at less an USB modem , that will allow me to connect to an 3G network using RAW DATA, so I can send:

-my own IMEI... whatever number I want
-my own SIM data, so i can have saved in the arduino memory like 1000 SIM cards data with no problem ,and use any of them any time?

Actually faking IMEI could get you behind bars and not very easy unless you change the firmware of the modem. Modern sim cards are very secure and the sensitive data can't be read easily. It was previously possible top clone SIM cards using brute forcing but the newer sim cards ate impossible top clone.

They even sell sim cloners on dx.com but they don't work with new Sims.

Not in all countries it's legal. Also they sell on ebay very expensive phones or modems who you can choose whatever IMEI to send....

How can I change the firmware of the modem ? I need to put it in some special slots,etc?

You need to find a modem with open source firmware and modify its firmware to be able to change the IMEI through AT commands. And it will be a very difficult thing to find a modem with open source firmware and you are going to get very little support from others because they'd assume you're upto something fishy.

Well you can buy calling machines that are changing IMEI ,etc...

But they are to heavy ,etc..

Does anybody know any 3G USB MODEM with open source firmware?

As Ufoguy says your not likely to get much help here because of the legal issues and also (from my standpoint) the moral issues.

What others data is sent to the cell ? Cell phone type, version , year? Does it send the brandname ARDUINO GSM shield or what? You know like user agents are sending things like Browser, WINDOWS version, etc ?

Why they talk stuff like SIM900 is not working with operator X or Y ?