Triangulation will only narrow you down to the area between the (normally) 3 mobile phone masts, but they would only be doing that if they were conducting a big investigation into you as its not an easy or inexpensive process. So i wouldn't worry about it too much.
A VPN will ghost your IP to that of the VPN service, so you need to make sure the VPN is secure and won't share your details with the cops, etc. Also, i've found that sites i'm carding have banned the IP addresses of the VPNs i've been using so thats a bit of a pain in the ass. And Vodafone mobile broadband don't support the use of a VPN, or at least i can't get it to work with them?
SOCKS are always advisable to use, although i find them very slow and unreliable through a connection made using an USB/UMTS device.
Personally, i have three USB modems and use sim cards from 3 different networks, and by varying the sim cards with each modem (as well as creating new virtual machines) i'm able to use the sites i need to.
I also use an old PC for all my activity, which i will destroy when i think i've used it enough. Obviously i have a few more waiting to be used for the same thing
