Here is the good news. It is easy to replace the SIM cards for you iPhone. You have to decide what purpose you want these SIM cards to perform. Some offer enhanced features to your iPhone. Many of these will work only with AT&T and cannot be unlocked. Others will actually unlock the iPhone and allow you to use it on any network, not just GSM networks like AT&T and T-Mobile.
Here is the biggest problem with unlocked phones, you cannot just get them to work on any network. The cell phone provider needs the phone information from the inside of the phone in order to set up service. Therefore, in order to use an unlocked iPhone on another network other than AT&T you will have to get a SIM from a different phone and replace the SIM in your iPhone with that SIM. It is not as easy as it first sounds. You first have to activate the first phone on whatever network and then switch that SIM into an unlocked iPhone. So far so good right? But how do you change the SIM? That is easy. Look near the headphone jack. There is a little hole. Take a paper clip, unbend it, then poke into the hole. The SIM holder, located under the home button, will open up and allow you to remove the SIM. Another problem with changing the SIM of an unlocked iPhone is they may not be the same size. So you may need to get a plastic tray that helps the SIM fit into the iPhone's SIM tray better.
You can also get SIM cards for your iPhone that do not need to be unlocked. Some of these offer better performance and additional features. These do not have the same issues as the unlocked, but size still can be a problem. Many will come with a plastic try that works as an adapter. For these SIM cards, all you need to do is to swap out the SIM card, your phone should remain activated. If you have trouble, contact the vendor of the SIM first, then contact Apple.
Where do you buy SIM cards for your iPhone? The place with the biggest selection is eBay. As per usual, when shopping on eBay make sure you are dealing with a reputable seller. Check the seller's ratings and feedback. Also check their PayPal ratings. Never pay by check, cash, money order, or wire transfer. Always use PayPal or your credit card. On eBay there are literally hundreds of different SIM cards to chose from. Many have very vague descriptions. In addition, many of the newer SIM for 1.1.1 and higher will require a rather extensive unlock procedure. If you see terms like iphoneSIMfree, Jailbreak, or AppTapp then you know you are dealing with a SIM that will require an unlocked iPhone in order to use it.
Overall, changing and locating SIM cards for your iPhone is not a difficult task. The problem lies with the SIM cards that can only be used in an unlocked iPhone. If you are planning on unlocking the 1.1.1 and higher firmware be prepared for a long drawn out process or be prepared to pay iphoneSIMfree for their version of an unlock. Then you have the issue of finding a way to use the unlocked iPhone on another network. The iPhone supposedly only works on a GSM network, which translates to AT&T or T-Mobile in the US. Exactly how these other SIM get the iPhone to work on a non-GSM network is something I have been unable to figure out. All in all be careful when purchasing SIM cards for your iPhone. Know what you are buying.