I have been and got my E585 working on T-mobile in the USA.
YOu need to by a phone sim, do not buy a data sim, it does not work with the E585, i tried. Set the apn to epc.tmobile.com ( no dash after the "t") user name and password are blank.
The most important bit is to change the network setting from "3G only" to "3G preferred". T-mobile in the usa will only work on 2g but it worked ok where i was. You can buy a data add on or buy a day pass.
You will have to insert the sim then go on line somewhere, (free internet cafe, hotel internet lobby) and register the sim, it will send a text , retrieve the text from the device, (use 192.168.1.1 ). use the text to validate the sim and change the password to your own.
The display may show a hex string, do not worry about this. its working but the devise does not know the name of the carrier, its a programing fault and does not affect the workin of the service.
To get a sim just go in to any T-mobile shop and ask for a $10 phone sim, if the ask you if you want to add a $10 dollar usage and are not using the phone for calls . say no its not mandatory. There is enough credit in the sim to buy an initial one day pass, from there you just go on line and add credit or data.
HOpe this helps its took me ages to get it working because of the 3g only bit but i am going back fairly regularly to visit my son so i have it sorted now. Cheers