Simple answer
Yes
You can buy a smartphone or pocket PC and phone device thats unlocked. When you purchase a plan from one of the networks here, you can pop the SIM card you'll get into it and away you go.
Moving on though, seeing as you'll be starting from scratch here - you may as well get a plan here which includes a PDA/Phone.
I've been on Xda handsets for the past 4 years and I'll always have a device of this type. I highly recommend them and there's always a slew of new ones that come out every so often. I'm currently using an Xda Orbit and it's fantastic - small and very powerful - I use it for Contacts, GPS Navigation, and MP3 player & phone of course, although on the Pocket PC platform you can make it pretty a hell of alot more with specialist software.
Plenty of choices to make, have a look at each mobile company and their deals to get an idea. Palms are available as well, smartphones is the other main style. Blackberrys are getting more and more functional so have a look at them too.
hope this helps
Cheers! DtM! West London & Slough UK!