After being told that Verizon did not support my new Surface Pro, I searched the web for a provider. What came up was a Verizon Business ad for exactly the model I have. I went to the local Verizon store that included Business and got very lucky with the representative who was working with me. After about half an hour of him trying a number of things, he came out with a SIM, installed it and I was up and running on Verizon (not their business side) without further problems.
Lesson is you need a physical SIM and once you have it, connecting is a breeze.