It's not hard. Depending on the status of the phone it should just work when you put a sim card in - but the data will only work if you have a 'smart phone' data plan on your account.
I know for sure that my JB/UL 3GS and 2G both worked perfectly without any hassle when I inserted prepaid AT&T SIMs, but since I haven't signed up for data (only here a few weeks) I can't help ya there.