Hey there. It's really up to you if your phone's unlocked.
I doubt very much if you're only just coming to the UK that you'll be able to get a contract sim, so you'll probably be limited to payg.
Some people claim Orange's 3G network is better than O2's, but if you're mainly in the city I doubt you'll have a problem either way.
Best bet is to speak to the network when you get here as you'll need their internet/mms settings etc.
Good luck