At the moment, the iPad is officially locked to the AT&T network in the USA. If you would like to use your iPad but do not intend on leaving your current mobile carrier, check out this video.
This tutorial will show you how to alter your Sim card and create an entirely new one so that you can use different cellular networks on your device. This is tricky, so be careful! Make sure you have a data plan with your existing network or this won't work.
This is a great way to use a new network on your device without jailbreaking the iPad or voiding your warranty!