As well as the USB connector - but, be warned it's not a 'normal' one, so don't expect to be able to drag-and-drop from your PC, you need to use iTunes - you can transfer using WiFi or 3G. There are several third-party apps out there - the most popular by far being GoodReader - that specialise in moving files to and from the iPad via either USB or WiFi.
Alternatively there are cloud servers like DropBox and Apple's MobileMe iDisk that enable you to move your files iPad<->PC via their cloud storage.
Basically, there's no problem although, as you're almost certainly aware, the iPad does not have a file system like either a Mac or a PC. So it's a slightly different world on the iPad, but you get to love it after a while.
Tim
Scotland