The 3G iPad still has to activate via iTunes first. I'm not sure of everything that happens during activation, but part of the process is related to generating a certificate used for push notifications. Theoretically they could move this process device side only, and require an internet connection for initial setup. If you buy from the Apple Store, they will offer to activate it before you leave. One interesting thing here is how Apple handles this. When you buy the device, they hand the unopened box to you, walk you over to someone at a computer, then let you open and unwrap it. They make sure you are the one to have the box opening and first hands on experience.

The 3G iPad still has the same limits the iPhone does, in that the iTunes Music Store/App Store won't allow downloads above 20MB unless on WiFi. And with the reduced quality video streams, bandwidth usage won't rival a laptop with a USB adaptor.

As for the 250 MB plan, the device will alert you when 20% and 10% is remaining. It will also cut service off when it hits 0, allowing the user to either buy 250mb more or pay $30 for unlimited for 30 more days. I believe these alerts are based on how AT&T shows usage, so they should be accurate.