Well I did an experiment over the weekend. I bought mine from an EE store so I went and ordered a load of sims which I know go off T-Mobile/Orange/EE just to see if they work.
T-Mobile - Works Fine
Orange UK - Works Fine
Chitter Chatter - Works Fine
Virgin Mobile - Works Fine
They did a SIM swap via EE activations and hey presto my Lumia is 4g and ready to go.
Happy camper
Cheers for this info
Can you confirm the one you bought wasn't a White one ?
I have a white one exclusive to EE (see my saga above) and I have tried an orange sim and it didn't work.
Interesting. My deductions are pretty similar, but I've not tried a SIM swap through Phones4U. Looking after my son today, so will definitely try tomorrow!