There is good news and bad news for those who want to use their iPhone's data connection on their iPad. The good news is that the iPhone does have the ability to tether, which is a fancy way of saying that you can share your iPhone's data connection with other devices like a laptop or your iPad. The bad news is that this functionality is relatively expensive.
In fact, compared to having a 3G connection on your iPad, tethering from your iPhone can be more expensive. The data rates for tethering exceed the data rates for a normal connection, even though logic would dictate that a gigabyte is a gigabyte no matter if it is being used by the iPhone, iPad or a laptop.