Seeing so many people post topics of this exact same problem really gets me to start wondering if this could be a problem that actually everyone is suffering from, but some may just not be aware of it yet?
To me this problems occur not only when going from Wi-Fi to 3G but also when switching from 3G to Edge.
I tried switching the simcard with the one from my Iphone (1 year old), but it did not change anything. The next step is to get the operator to send me a brand new Sim card.
Another Case:
When restoring as a "new Ipad" I also discovered that the Ipad refused to reconnect to my Wifi whenever I went outside og range or disabled/enabled Wifi or Flight Mode. I actually have to rewrite the Wifi passcode everytime I lose connection. I tried restoring from the Ipad 2 safety backup, and then it started to automatically reconnect again. I read in a post that the workaround was to choose "other" and manually insert the SSID and password to make it remember and I recently found out that this actually works.
But this is ofcourse not a acceptable in the long run as it will cause problems when trying to connect to other networks. Sure hope they will fix this in a update real soon.