I too have been thinking of a way around this-- my school blocks the Steam servers, so I have to figure a way around it. I've so far had only a couple ideas.
First, I had the idea to create a VMware image of a stripped build of Windows XP, with Steam, the SDK, and TF2 installed, as well as proxy software. I'd put it on a flash drive and start the image to work. However, some research tells me that the proxy idea won't work due to Valve patching a hole that allowed for proxifying Steam.
I also had the idea to simply buy a pay-as-you-go 3G modem and plug it in to start Steam and the SDK. It isn't
that pricey, and Steam shouldn't need that much bandwidth, so I think I'm going to try that approach. Also, copying the Steam folder from Program Files onto a flash drive works-- I think it just recreates the registry information when you run it.
The flash drive you want:
http://www.newegg.com/Product/Product.aspx?Item=N82E16820220253
The cellular modem:
http://www.virginmobileusa.com/mobile-broadband
Holy shit, that modem is expensive.