I carry a GL.iNet GL-MT300N-V2 (Mango) with my own build of openWRT on it. Allows for all sorts of network hackery. Powers right from the usb port on my laptop. I never connect "bare" to a public network without it.

I'd give up a considerable amount of battery capacity to have it built in to the laptop.

Can you run OpenWRT in a VM and have the laptop connect to the VM and the VM to the network?

You can use a USB wi-fi device passed through to a linux VM. It’s not quite the same but getting there.

How do you use it to login to captive WiFi portals?

Normally captive portals are just keyed on MAC and done through DNS redirect. In this case, just using a browser though the Mango in NAT Lan->Wifi works fine. This is nice because your Mango can then share that authenticated connection amongst many local devices (like my phone).

In rare cases where broadcast is required or even more diabolical network asshattery is afoot, I create a bridge on the Mango Lan<->Wifi with brctl. Of course, then your laptops ethernet MAC is exposed to the Wifi on the other side of your Mango. Even then, I've got a pretty snazzy etables filter to keep that hot mess under control.

What value does this provide, exactly?

The most immediate value is that once the mango knows it can see the internet, it routes everything behind it over openVPN out through my colo server neatly sidestepping any dns chicanery or malicious mitm attempts and instantly connects all of my devices straight through to my internal network.

Did I have any trouble at all with pandora on my phone or netflix on my ipad while I was in Europe or Australia? Nope. Never even gave it a second thought.

Firewall and VPN for all your devices, no limit to the number of devices, no need to re-join and re-enter your hotel info periodically, and my favorite: use a chromecast dongle on the hotel TV.

Even with the stock firmware, you just turn it on (USB-powered), connect to its WiFi network, connect to the hotel/captive network within its UI, and you’re done. Join all your devices to your own network. It even runs a VPN client you can activate with a little external switch.