Can I buy an Orange Pay and Go Phone and put an O2 Sim Card in it?

You can use only an Orange network SIM card in an Orange network locked phone. If you want to use any other network with it, the device must be unlocked in prior. The safest and easiest way to unlock any cell phone is using unlock code. You can get the unlock code either from the respective network provider or from any trusted vendor online. For example if your phone is one among the models of Blackberry, you can visit UnBBLock.com and get the accurate unlock code at affordable cost. If your phone is of any other model, visit Unlock-Zone.com to get the unlock code. Good luck.