How to swap my SIM to use my iPhone abroad?

I'm a Canadian student with an iPhone 4 on Rogers, and I'm moving abroad to study for the next two years in Scotland. I just have what I'm pretty sure is a very simple question --

If I want to use the same phone as I have now, and just replace the SIM with one that I buy in the UK, do I have to unlock/jailbreak my phone, or do I just have to remove my current SIM and cancel my Rogers plan? (I'll be cancelling the Rogers plan pretty soon, anyway.)

I know there are ways to "hand down" your iPhone, but I've only seen how this is done with AT&T or Verizon. It seems pretty easy, but I don't want to risk jailbreaking my phone if I don't have to. (I know it's pretty easy.)

Anyway, like I said, simple question! Any help would be greatly appreciated!

Added (1). Sorry -- I should clarify that I've already looked at SIM-only plans for UK carriers, and was hoping to just switch out the SIMs.

Get a carrier from there and unlock it

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