It should work with T-Mobile's prepaid service just fine, as they use the same APNs I believe for internet service. I wouldn't worry too much about the security of GSM or EDGE, as 99.9% of the time, you'll be fine, and no mobile phone is 100% secure anyways (as with everything wireless). If you must conduct business that shouldn't be spied on, use a $10 prepaid "burn-phone" that's not your primary phone
As for sending out the one text message to the UK, this is because Apple's FaceTime activation servers are in the UK, which I don't get why either, but it is what it is. "Official" carriers have this number backlisted as "free" so that's why you won't notice this number charge you anything if you were on AT&T, Verizon, or probably Sprint. Once FaceTime is activated, it will use Wi-Fi for the rest of communication, which is why it only needed to send one message and not more.
Hope this helps.