Well, one thing you could do if it's actually necessary (i.e. you're having a problem) is go into the phone app and enter either *#*#4636#*#*, or *3001#12345#* (not exactly certain which one will do what on an iPhone) and you could be sure all your SIM card → cell network settings are up to date.
However, in general, one of the awesome things about GSM vs. CDMA is that you just swap SIM cards and you're good to go. That's one of the reasons I left Sprint nearly a decade ago. (The rest of the world probably thinks we are nuts in this country to be carrier-tied and having to go hat-in-hand to them because we want to use a different phone, or go to a different carrier.)