Many tablets sold are available as WiFi-only or mobile data-enabled devices. The difference is that the mobile data-enabled device has a SIM slot and a modem but both still offer WiFi radio. Models with the SIM slot are usually more expensive to buy and requires a data plan, although of course you don't have to use the SIM and data service. The data-enabled tablet may also weigh slightly more and have marginally shorter battery life, because there are more electronic components inside the device.
The advantage with the data-enabled tablet is that you can connect to the Internet anywhere that you have either cellular data service or WiFi, just like your Android smartphone. It will still prefer a WiFi signal over 3G or 4G, but if you aren't somewhere with WiFi you may still be connected. In order for this to work, you will need a data-enabled SIM and a plan although there are many available from pre-pay to contracts. Some providers offer a tablet and contract bundle but beware that these deals can sometimes lock the tablet to the network.
Many if not all smartphones allow you to tether your cell ‘phone to your tablet and in share data between the two devices. This may depend on your carrier and there may be costs involved. Check with your carrier if it's more expensive to buy a separate data plan or use tethering from your smartphone. One advantage to having a tablet with its own SIM card and data service is that you can use a competitor network to your smartphone; if one device does not have coverage, you hope that the other might! It also means that you will not have to use public WiFi hotspots, if you are worried about privacy and security.
I'm lucky enough to use a LTE-enabled Nexus 7 and a WiFi-only Nexus 10. Of the two, the Nexus 7 is definitely easier to set up and start being productive right from the get-go. I need to tether my Nexus 10 to another device, usually over Bluetooth to my smartphone and this requires a few additional taps. It isn't a deal breaker for me but it does take a little more time. The Nexus 7 also costs money per month to run whereas the Nexus 10 is free, as tethering is included in my smartphone data plan.
Is it worth the extra to buy a mobile data-enabled tablet? As with most questions, the answer is a very definite, “it depends!” If you have a large tablet that you mostly use at home, then the answer is probably no. If you have something smaller, like the Nexus 7, you travel with it and your smartphone carrier does not allow tethering, then there's a stronger case for buying the data-equipped model.