In a perfect world, you would be able to switch carriers at will with your Apple SIM, but not every company has opted in. Auto-switching works if you pick a T-Mobile, Sprint, AlwaysOnline, or GigSky plan: You can have accounts on all four networks, and switch between their plans depending on which suits you based on your location.
Pick AT&T, however, and your Apple SIM card will immediately lock down and become an AT&T-only SIM card. The AT&T option will also immediately disappear once you pick one of its competitors. (Lame, AT&T. Super-lame.)
What if you prefer another carrier that supports tablet plans, like Verizon? Luckily, all iPads have an unlocked nano-SIM slot, allowing you to swap in any SIM card from the carrier of your choice.