You need a SIM card in order to use the GSM/Global part of the device. (On Sprint, you will be using the CDMA part which does not use SIM cards.)
Sprint no longer has an international plan (from what I understand), so you will need to get a SIM card that covers the area(s) in which you will be traveling. If the SIM card you get does have an international plan, then you will need different ones for those countries.
I answered the part about the transferring of the data.
"As to transferring, all of your data will transfer. Most of your apps will transfer. Some may not be compatible."
You will need to ask the specific app developer if the "Antair Spam Filter" (assuming that's a paid app) can be transferred to a different device.