Does the iPhone have a SIM card?

Of course. It is not clear why many people think otherwise, but yes, both the original iPhone and the iPhone 3G use traditional SIM cards.

The SIM card in the original iPhone can be removed with an unfolded paper clip as shown below:

Photo Credit: MacLife Magazine (Original iPhone)

The iPhone 3G ships with a "SIM eject tool" which largely resembles an unfolded paper clip and can be used to pop out the SIM card in much the same way:

Photo Credit: iFixit (iPhone 3G)

When combined with "unlocking" software, switching SIM cards makes it possible to use the iPhone on carriers other than the pre-determined one from the country of purchase.

How can I begin to troubleshoot a problem with the iPhone?

In the Apple Support Site, the company has posted a helpful troubleshooting "engine" to walk you through basic problems with freezing, calls and connections, synchronization and recognition, and e-mail issues.

Apple also has separate pages covering basic support issues related to the phone, mail, Internet, and iPod functionality of the device.

How can I upgrade from the original iPhone to the iPhone 3G?

Apple has posted a useful support document that covers upgrading from the original iPhone to the iPhone 3G. This document provides step-by-step instructions to backup the original iPhone and restore the backup to the iPhone 3G, which allows one to seamlessly migrate "saved SMS messages, email accounts, photos, notes, and other personal settings".