There are no settings that must be changed to use an iPad purchased in one country in another country.
There are some things like International keyboards and local time zones you may want to adjust, but all you need is a SIM card with a data plan and you are all set.
alvano said:i guess u dont need a new simcard...
Yes. I'm currently in Malaysia with two iPads purchased in the US and never "activated" with the AT&T SIM.
When I return to the US for a month this summer, I will call AT&T and sign up for one month service, giving them the code to activate my SIM card.
Then when I return to Malaysia, I'll just swap SIM cards back.
-t