Yeah, I'd suggest you jailbreak it.
Download QuickPwn, follow the steps, then you will have a fully operational phone that you can check firmware, use as what is essentially an iPod Touch.
Then when you recieve your SIM you can choose to just plug & play (which I would suggest), or if you are one of those paranoid people you could just to a full restore in iTunes to completely remove all evidence if the Jailbreak.
//doobi18