I was able to use an iPad 3G in Italy and Belgium. It was difficult to find info about it, so hopefully Google will lead others to this post. In Italy I got a 3G SIM from 3, a wireless provider, for 3 euro plus a 10 euro registration free. This gave me 3GB for a month. Just pop in the SIM and set the APN to “tre.it”. The guys at the store told me to wait a few hours for the network to recognize the SIM. I went back to the store because it still didn’t work. They fumbled around a bit with no effect. Finally, they restarted the iPad and it worked just fine all over Italy. I was buying train tickets to Rome while on a boat in Lake Como. Vodafone also offers pay-as-you-go service in Italy for 2 euro/day or 15 euro/month.
In Brussels I got a 3G SIM from Proximus for 10 euro for 500MB/month. Again, pop in the SIM, set the APN to “internet.proximus.be” and restart the iPad. It worked immediately. I think the competitors offered similar prices. It worked great everywhere.