Some of the phone shops are selling the pay as you go phones pre-unlocked now... just go and ask them which ones work
Otherwise, just get a pay as you go phone that is on your network and switch sims.
Either way, this is the cheap option. Pay as you go phones are subsidised in the same way as contract phones (though not as heavily) so it is usually cheaper to get one of these than it is to buy a boxed phone without a sim.