Switching iPhone 3GS SIM Cards

Hi, I have an iPhone 3GS that my contract has just finished on o2. o2 have unlocked the phone for me so I'm free to try a new network. I've ordered a Three SIM card to try in my iPhone to see if the signal is ok in my area.

My question is by changing SIM cards will I lose any data from the phone, bearing in mind if the Three signal isn't very good in my area I'll want to put my o2 SIM card back in and revert to my old plan. What I don't want to do is change to the Three SIM and find that I can't go back to using my o2 SIM.

Thanks for any help.