Ah, I knew it was just a matter of time before someone asked this question. I'm sure that phone experts with more knowledge than me will chime in on this, but I'll get you started.
There are basically two ways to get set up with a new phone. The first is the "traditional" way where you go to a dealership, pick out a phone, choose a plan, and they get you up and running. This is probably the preferred way for most people because the dealer does most of the work for you.
Problem is, for some anyway, you're limited to the phones they offer. So if I go to Dealer X and want a SE Z600, and it isn't on their list of available phones, that's it. I either have to check with another dealer, or settle for another phone.
However, some wireless carriers use "Smartcards," such as Cingular, AT&T (I believe), and T-Mobile (pretty sure). They provide more flexibility. I have Cingular, so all I did was pull the smartcard out of my old phone, put it in the Z600, and I'm in business. The Z600 is a triband phone (900, 1800, 1900 networks) and Cingular has a pretty good 1900 network, so I'm OK in the US and parts of Canada.
One thing to keep in mind though, is to make sure your new phone is "unlocked" when you buy it so you can access it with your current network.
I'm sure others will have plenty to say about this. But for now, I'm pretty sure you can use the Z600 with Cingular, AT&T, and T-Mobile.