The PlayStation Vita is locked to AT&T in the U.S.
According to a post on The Verge, AT&T has confirmed the PlayStation Vita 3G will indeed be carrier-locked. Only Ma Bell’s SIM cards will work; inserting a SIM from T-Mobile or an international carrier will not work.
In the U.S Plans start at $14.99 for 250MB and $25 for 2GB. The UK carrier, Vodaphone, is yet to reveal its deals, it’s also unknown if the 3G is locked to Vodaphone, although it seems unlikely as it’s being described as a preferred partner at the moment.