I have the first iPad with 3G, and it's built into the system. Mine came out of the box with the 3G signal active (but not available unless you buy 3G service), and you have the option to turn it off if you don't use it.
I really wish I would've just gone with the Wi-Fi model because I bought my iPad six months ago and haven't used the 3G at all. The main reason I bought it with 3G was because I got caught up in the "what if there's a hurricane and I need to use the internet when the powers out" mindset.
I'm more of a local network Wi-Fi person. If it were me, I would buy the Wi-Fi version unless you're sure you're going to be using the 3G service in the future. If not, I find it a waste.