Unfortunately a lot of the stuff on that URL immediately above is out of date. It's a good site but the detailed info keeps changing. The Vodafone APNs have changed, for example; this is a fast changing business where different APNs are used for different kinds of customers, not just PAYG v. contract.
You can buy a Voda PAYG SIM card but depending on which retail channel it came through you will have a different APN and a potentially very different cost/MB.
My personal favourite is the old Sierra 750 GSM/GPRS PCMCIA card. This also does fax with Winfax. I have some notes on usage - PM me if this is of interest. You can pick these up on Ebay, and if you get one of the Vodafone-badged ones complete with a SIM card, it might be one of the rare £3/MB sort; normal rate is £10/MB or so. I also have the software for them. These are great for simple internet connectivity with a laptop.