Tim and Justin,
Thanks for the excellent information. I might try installing the 02 card in the USA and hooking up to iTunes to see what happens. Don't want any surprises when I get to Scotland. I will definitely top up when I get to Edinburgh. Really looking forward to my trip and your famous weather. Thanks again.
UPDATE from dp118: While still in the USA, I installed my new UK 02 micro-sim in my USA iPad 3G. Before turning on the iPad I connected it to my PC with iTunes running. The iPad turned on and went through a normal sync. After syncing and still connected to iTunes, I went to Settings/Cellular Network and up came the registration screen for 02 UK. I had to adjust the APN/username/password settings to Payandgo settings provided by my micro-sim seller in the UK.
Next, the activation screen on the iPad allowed registration using a UK address only. It would not recognize a USA address. I input a friend's address in the UK. It also required a credit card and email address. I used my USA Visa card and it appeared to accept this. It then offered three service plans for activation. I selected the one-day plan, as a test, knowing I could not receive a signal in the USA. Activation appears to have worked, my credit card was charged, and I received a confirmation email from 02 that activation was successful.
Next, I went back to the iPad Home screen. The top left 3G network display showed "searching", then "no service". That was expected and normal since there is no 02 service in the USA.
I then turned off the iPad, removed the 02 micro-sim and popped my AT&T micro-sim back in. When turned on, the iPad reverted back to AT&T without any need to readjust the settings.
So far, so good. We'll see what happens when I get to Scotland. I am wondering if I'll be able to use top-up cards or only a credit card because there appears to be no way to input top-up card information on my iPad. Not too concerned about this since I should be able to keep getting service via credit card.
For price comparison, AT&T wants to charge me $200.00 for a 30 day International Plan which allows a maximum of 200MB of data. As of today, I've spent $13.00 getting my UK 02 card and testing it. I expect I will get the 30 day, 2GB + Unlimited wifi plan for 15.32 pounds ($26.00). This appears to be a recurring plan so I will have to cancel within 24 hours of leaving the UK to keep from being charged for another month. A great savings by any measure.