I AGREE!
I have the Wi-Fi iPad but also purchased the 3G so in my area I could use the 3G. Before ordering, I checked on AT & T's site and confirmed that my remote location was able to utilize the network to connect. It showed that I had solid Edge coverage all around me.
I unboxed my 3G iPad about two hours ago, performed all the necessary steps to sync, etc and get it running, but it WILL NOT connect and allow me 3G service (or Edge) access. States "CONNECTION FAILED The connection to the server was lost. Please try again later." HOWEVER, I have four of the five bars and the E (according to iPad manual, that means I have Edge Access).
This is a very expensive disappointment at this time. I had purchased the 3G 64g model and currently it is no better than the Wi-Fi version I already had!!!!