Here's another example. I have had service with Cingular for quite some time. In the past when I wanted a new phone I would buy it from Cingular. It would come setup to use on their system and I would remove the sim from my old phone, install in the new phone then it's ready to go.
Where the sim card is concerned, think of it as a stand alone part. No matter where (which carrier) your sim card comes from it has the same standard data on it. Your personal info, your mobile number etc. unique to that sim only. As you use it and depending on which carrier, other information is added. Like your contacts phone numbers, etc.
Again, using myself as an example, my sim card was issued to me by Cingular. The first time I learned of unlocked phones, I wanted to try one. So I went online and bought one from a company that sells unlocked phones from a variety of manufacturers.
The phone I got was a new Nokia designed to be used in Europe, the phone arrived in a new sealed box. I simply opened it up, inserted my sim card, charged the battery and then turned it on. Now came the fun part as I watched it go through an auto setup routine and after a minute or two it was ready to go. The first thing I did was to call my voicemail by pressing #1. I was so amazed as not only did it dial in properly but it also dialed my password automatically and played my voicemails. So setup was a no brainer.
That's a snapshot of how easy it is. We have a lot of choices of phones, many of those that are not even offered in the U.S. The main consideration when buying unlocked phones is that they will operate on the frequencies your carrier uses. QuadBand phones will work on any GSM network. Tri band phones only work if your carrier does not use GSM 850 band.
Here is a link to look at unlocked phones: GSMArena.com - GSM reviews, opinions, votes, manuals, ringtones and more...