This is a one time issue I ran into on both my first Surface Pro and its replacement, so I think it might be just a corrupt preinstalled driver.
The symptoms are if you, within the first week or so of using the Surface Pro, start having limited connection with any WiFi or Bluetooth network. For Bluetooth, you may also be getting the option to connect via "Direct Connection" instead of "Access Point".
The fix is to go to the Control Panel > Hardware and Sound > Device Manager > Network Adapters.
Just uninstall all devices and restart.
Windows 8 will automatically reinstall the default drivers and everything works again.
Note: For Bluetooth, you also need to pair up your phone and laptop again. This is the case even with Windows Update updating your drivers, which can be annoying.