First, Congrats!!! I know you have been trying hard to get one. I am glad things worked out for you.
Now. You'll have to pick a service provider. I recomment Cingular (

). If you dont, then you'll have to make sure the device is unlocked. After picking a service provider, you will have to pick a data plan. Most offer true unlimited packages, the price differs from provider.
Then load that bad boy up with some 3rd party apps and your ready to roll, right after you do the latest upgrade on your OS of course