Having lived in both countries, here is all you need to do.
Finalize contract with at&t, either via etf or finish your contract. You need to be in 'good standing' with at&t before doing the next step.
Call at&t customer service at 611. You need to talk to a rep that helps in unlocking. Reason for your unlock is, you are no longer under contract with at&t and you are moving overseas. At&t will then put a request through to Apple to have your phone unlocked. Between 10min and a day later, connect your phone to itunes and get the 'congrats your phone is unlocked' screen.
Now, any gsm sim card in england will work. I used O2 and had great service nearly everywhere in England. I travelled all over. And this was on an older 3GS too. Just walk intoany O2 store and tell them you have an unlocked iphone 4s and need a pay and go sim.
*** Please read this: as a non-resident of the UK, and you plan to do a contract with O2 or Orange or Virgin, whichever, you will most likely need a local bank account. (i did.) Lloyd's is pretty good for this purpose. Take your passport and one other form of id and open an account and get a chip and pin card. (basically a debit card). You will not qualify for a UK credit card as a new resident. Just use chip and pin everywhere. Now that you have this, you can get a contract with a carrier there. (this was my experience, maybe it has changed)
*** last, go on ebay and get a couple of UK style plugs for your mac, ipad or iphone. This is all you need and they are cheap. (you DO NOT need to buy a converter for your Apple products).
Link on ebay:
http://www.ebay.com/itm/Wall-AC-power-Adapter-UK-detachable-Plug-Head-for-Apple-iPhone-iPad-white-/190592226306?pt=US_Tablet_Accessories&hash=item2c602e9402