Just ignore the welcome/setup screen that comes up when you first power it up, and connect it to iTunes and set it up like you used to do before iOS5.
Although, even if you do the setup without connecting to your computer, it's easy to just say no to any iClouds stuff.
But if you have stuff on your computer that you want to sync to your iPad, you have to connect it anyway. So whether or not you do the initial setup on-device or by connecting to your computer, it doesn't really matter. Do whichever way you like.