What about going the other way...from UK to US?
The original GSM band in North America is 1900MHz, so you will definitely need that. The 850 band is also being used more as GSM service expands across the U.S., especially in more rural areas.
The fact that four different bands are used (two American, two European) is why it's important to realize that a tri-band phone can mean different things:
900/1800/1900 will give full European coverage but more limited American coverage
850/900/1900 will give full American coverage but restricted European coverage
Quad-band phones are likely to become more common in order to cover all bases.
Have a look in the
Technical Issues thread, starting at reply #10, for some more detailed background information.