You have several options, depending on your needs and budget, some may be better than others.
To connect multiple devices to one Internet connection requires a router or a gateway (combo modem/router).
A wireless router enables you to provide simultaneous Internet access via Ethernet or wireless (WiFi) to all of your WiFi enabled devices such as laptops, game consoles, cell phones, tablets, etc.
The router connects to the ISP modem and provides multiple Ethernet ports to connect cabled devices, in addition to the WiFi signal that can connect wireless devices.
INTERNET PLANS:
For home use the best Internet connections are fiber optic, cable or DSL.
For mobile use, a mobile data plan from your cellular provider would work best.
For cellular plans, you can get a USB stick, a MiFi, or use a mobile hotspot app on a smartphone.
Be forewarned that most mobile plans have low monthly data limits of 10 GB or less, and buying more is expensive, so you wouldn't want to use it to stream a lot of Netflix movies or try and replace your home DSL or cable Internet service.
Cellular mobile hotspot plans are not intended to replace broadband DSL and Cable Internet services which usually have large data limits.
I personally use both. I use mobile broadband from Verizon using a wireless mobile hotspot app on my smartphone when I'm away from my high speed Cox cable Internet at home. It works just like a mini wireless router. I just switch on the app on the phone and I can connect up to 5 WiFi devices to the Internet via my cell phone. If you run a business or need Internet access anywhere, this is a good option. I have a 6 GB shared family data plan and find that more than adequate, you'll have to monitor your mobile usage for a few months and upgrade or downgrade your data plan to match your usage.
That being said,
Your Internet speed is determined by your ISP and is measured in Mbps (Millions of bits per second).
For example if you pay for a 3 Mbps Internet connection, you will get 3 Mbps.
No router or settings will change your 3 Mbps Internet speed. This connection bandwidth is shared by your entire home network via your router.
In simple terms, the more users and devices you have, the more speed will be required. Things like streaming video, such as Netflix or Hulu require a lot of bandwidth. Here are the minimum speed recommendations from Netflix. https://support.netflix.com/en/node/306
Fast wireless routers and connections are designed to permit fast transfer of files between devices connected to your LAN, however WAN speed is still limited by your ISP.
Naturally more speed is always better, however the tradeoff is price. You'll generally want to pick the fastest Internet plan that fits your budget. In some areas this can be 500 Mbps+. But these high end broadband plans are expensive. You may find that something in the 5 to 50 Mbps range might satisfy your needs at a much lower cost.
Depending on your location, you can choose from several different types of broadband Internet access. They include DSL, cable, fiber, satellite, and wireless from a cellular provider.
DSL is generally the cheapest broadband option, however it is also usually the slowest. DSL is transmitted over standard twisted pair copper telephone lines. DSL speeds generally range from 256 Kbps to 12 Mbps. Some providers offer "Dry DSL" which doesn't require an active landline.
Cable Internet is a form of broadband Internet transmitted over coaxial television cables. Cable Internet speeds range from 1 Mbps to over 300 Mbps using newer DOCSIS 3.0 technology. http://isp1.us/blog/comcast-to-launch-ungodly-fast-305-mbps-home-internet/
The speed of the service depends on your exact area and service package that you order.
Newer fiber optic services can be as fast as 1000 Mbps, https://fiber.google.com/about/ usually transmitted on fiber optic cables and often combined with copper from the street to the house. Fiber connections can also provide on demand HD television service on the same line.
There are also 3G and 4G wireless mobile broadband services and satellite Internet, but these are normally only used where Cable or DSL are unavailable due to the higher cost, slower speeds and low monthly bandwidth limits.
To compare speed and prices of your local competitors, go to a ISP comparison site that lets you input your address, and compare the pricing and terms of the offers that are available in your area. In the US, you can use this one http://isp1.us/find/ .
The physical address is needed because some services, particularly DSL, are very distance sensitive. For example you might be able to get a specific level of service while your next door neighbor can't.
Good Luck...