Hi Dave
Apart from a few ease-of use-issues between different models (i.e some are easier to set up than others), there isn't that much difference between Mi-Fi devices.
The T-Mobile WiFi E586 seems to be a rebranded
Huawei E586 device. This is also used by
Three and I've heard good things about the device it supplies (though I haven't used it myself).
The Three-supplied model can also be unlocked by the user, which means it can be used with any SIM at a later date — I would guess that the same applies to the T-Mobile WiFi E586.
So as long as you are able to use your Orange SIM in the T-Mobile Mi-Fi device, there shouldn't be any issues.
-JP