Depends on your service provider. For e.g. see this: *www.gsmworld.com/cgi-bin/ni_map.pl?cc=us&net=be If you are in the east coast then an AT&T connection will probably work for you. So first get to know the region and then ther service provider.
The whole list is here: *www.gsmworld.com/roaming/gsminfo/cou_us.shtml