Any problems with swapping sims in unlocked iPhones?

[The Dark Horse]

Hi all

I bought my iPhone 4s direct from Apple and currently have an O2 simplicity sim. I want to try another sim (Three) to see if its any better as its cheaper and has unlimited data. Is it just a case of swapping them over or do I need to follow any steps, i.e saving contacts, recording any settings etc.. or can I just swap them about as and when I feel like it?

 

[New Start Neil]

I was on O2 when I got my i4 from Apple last year. A month later I moved to Vodafone and then a few months back I moved to Three.

No issues for me, I literally just took the SIM card out and put the new one in, job done.