TL;DR On the whole, the answer seems to largely be "No once you've registered it". Mine has worked fine for free data in the UK and in Sweden
Having got one, and had a play, the biggest problem I hit was when trying to register it. It didn't matter what I put the sim card into (Android phone, old Nokia phone, tablet etc), whenever I tried going to www.three.co.uk/freedata to register, it'd pop up an error page saying
First, make sure you're connected to our network. Then we can check that you've got a compatible SIM and get you online. Just turn off Wi-Fi in your device settings and then refresh this page.
Eventually, based on some hints on other forums and a bit of trial and error, I worked out what was going on. It seems that Three UK have two different APNs, and the sim only had the "normal" one baked into it three.co.uk . Manually adding the other one 3internet and connecting with that allowed me to get the www.three.co.uk/freedata page to load so I could register
Since then, it doesn't appear to matter which APN I connect to in terms of using the free data. It does matter for if you'll get an error about tethering (which is odd since it's officially marketed as being suitable for tethering via a USB stick or their MiFi wifi sharing device!) - needs to be on 3internet to avoid the problems.
Otherwise, the 3 Android app (normally used for seeing your remaining usage, topping up etc) doesn't seem to work, so you seem to need to do that using the normal website.
Oh, but one thing to make clear - this sim is data only. You can't use it for calls or texts. If you're after a cheap sim for calls+data, you either want to get a normal 3 UK PAYG sim (can get 120mb of data for 1-2 days for 50p, 1p/mb when in the UK, 150mb free every £5 topup), or get a free phone sim from FreedomPop which also has 200mb/month free plus cheap calls.
TODO: Things I still need to test out:
- Does a £5 online topup get 150mb free (valid 30 days) like it does for normal PAYG 3 sims?
- Is the "Internet Daily" add-on (50p/£0.50 for 120mb valid until about midnight the next day) available, or just the more expensive monthly ones?
- Does tethering from a phone work when in a "feel at home" country, or do they block it?