AT&T Ipad's are not locked to that sim card. I have purchased 3 of them from the USA, no problems with any.
Jayteeto..... you have to ask yourself if its worth buying without a 3G connection. When you get back home you can get a PAYG sim card.
One thing to be aware of AT&T's 3G frequency channel is not the same as the 3G channel used in the UK etc.
I have this problem when I use my BB in the UK with a local PAYG Sim - it has to step down to a lower common denominator (less speed).
Also - don't you have to declare the goods on entry to the UK as it is more than 300 pounds in value?