This is where the fun starts.
One "international" sim, Lycamobile can be cheap for international calls but the roaming prices, if you buy the card in the UK, are a good cure for constipation. That is one thing you must seriously look at if activating a card like Lyca in the UK.
A "local" sim card? that may also be an issue due to roaming charges from country to country. You could end up spending a hell of a lot more by buying a card for a network in Oman and using it in Bahrain.
I would look at the other "international" sims, and seriously check out the prices. Some others might have more info than me. A quick look points to the "One" sim card being a possibility 0.75USD per minute for a call to the UK and 0.15USD pm to receive any call. There must be others, but other people will have to help you there.