The easiest method is to change the sim card (tesco £5.00), but wanting to retain the original number is going to make things slightly harder. Depending on the mobile, there are free unlocking facilities available via the internet.
If the market stall holders are 'regulars', then I would think they would be safe. Many 'independent' mobile shops offer this service, and perhaps could provide a transfer deal for you.
We use O2 (Cellnet) and Vodafone, and the PAYG rates seem very compatible to each other.