Just a quick update on using the Three sim to reinforce what has been reported.
I activated the sim in the UK and put it in my phone - a Nexus 4 - before boarding the flight.
On arrival I tried the T-Mobile and AT&T networks and found AT&T better. I have used data, called home and called the UK Mobile of one of my traveling companions with no issues at all.
My son and I have also tethered a tablet and an iPhone with no problem.
I'm impressed and it is a real bargain compared with the alternatives.