I've just got a 3GS on Orange as an existing customer on upgrade. The iPhone was activated in store and they told me this was standard practice for all iPhones as suggested by Apple.
Battery life is your biggest enemy, but I've got a Mophie Juice Pack which helps out. They claim it doubles your battery life but it doesn't; you get about 1.6x in regular use and if you don't use the phone at all, other than for answering incoming calls and texts you can squeeze almost 2.5 days out of the phone/Mophie combination. The Mophie has a USB connector on it, and no pass through for the dock connector, but you can charge it and the phone at the same time, using their cable and your USB mains plug that came with the phone. The only downside is the Mophie will double the thickness of the phone. For me it's not an issue; I'd rather have the confidence that I have enough power to last me. The alternative is to make sure you have a spare charger/car charger with you at all times, which isn't always practical.
If you want to extend your battery life make sure you only switch on wifi and bluetooth and location services when you need them, and unless you need the higher speed data transfer you can switch the phone down to 2G mode without noticing any substantial loss of performance.
Talking of data, one of the things the iPhone still doesn't do is act as a portable hard drive, unlike its iPod cousins. A good way round this to use Dropbox, (
http://www.dropbox.com) a free 2GB "cloud" based file hosting service. It comes in PC, Mac and iPhone flavours and sets up special folders which you save documents etc in. So long as you update a document in a dropbox folder, all your devices that have Dropbox on them will automatically update themselves. As the iPhone reads all the common PC/Microsoft file formats its a much more effective way of having your docs with you at all times, rather than resorting to emailing them to yourself and opening an attachment on the phone.
I put a screen protector on, although it's said it's not needed. I went for one from the Apple Store which was anti-glare with a matt finish. I can't remember who makes it but its in a green box if that helps! The matt finish is slightly silky to the touch and I think feels better to operate.
As for bluetooh, my car (Fiat Grande Punto) has something called "Blue&Me" built in and fully integrates with the car's audio system. My previous phone, HTC Touch HD never worked properly with it, despite it being WiMo and Blue&Me a Microsoft/Fiat collaboration. The 3GS works flawlessly with it, it paired almost instantly and downloaded the phone book into the car without any prompting, just as it's meant to. The HTC never came close. I've had headsets in the past, my current one is a Bluetrek, but Jabra make some good ones.
I've not had any coverage problems on Orange so far, apart from full 3G/HSDPA coverage in some places, but that was the same for my HTC, so it's something I'm used to.
Hope this helps.
Graham