I purchased my iPad in the US and I recently was in England and I am now in France.
While in the UK, I went to an O2 store and obtained a Microsim card from O2 AT NO COST. Once I connected the iPad to a computer with Itunes (a real pain while traveling without another computer) I had to set up an account and a system of paying (again not easy without a UK credit card), my iPad became a UK iPad -- using the O2 network for 3g connection at the local rates.
I'm still trying to work things out in France. Orange has fair rates, but they will not set up an account without you having a French bank account. Fortunately, I have a French friend who opened the account today -- and will eliminate the month to month coverage after I leave France. Of course, I paid for the actual charge as a payment between friends.
My current problem is the orange microsim card (again provided without charge) is locked, and I am clueless as to how to unlock it -- I will contact my friend to see if a password was set at the time the account was set up.
I hope that this helps.