I have found plenty of GSM modules, but when I try to find an appropriate sim card or information about that subject is when I start shooting blanks. Do you need a to pay a monthly fee with a cellphone company?
SIM subsity lock is a phone SW feature. You can take a SIM card from a subsity locked phone (phone that only works on original operator) and put it in an unlocked phone.
If you have a GSM phone you can use the SIM card from your phone to test the GSM module you have.
Different countries have different business models on how service is sold.
In Europe you can buy airtime alacart and they give you a SIM card to go into a phone you already have. This would be a good option for you if offered in your area.
A GSM phone (or module) will not even attempt to camp on a system without a SIM card.