There was a link on the AOL home page a few days ago for free sim cards from O2 as well - you can request up to five.
Three sent me a free p-a-y-g one a little while ago, too - I keep it as an emergency spare on a phone in my glovebox.
I guess they are all trying to cash in on the lucrative spare phones market, especially with youngsters - they update phones regularly so have spare handsets, but when these get lost or stolen, revert back to an older handset with their free sim card.
Supplement from 02/17/2007 12:38pm:
I have to say that the Three one is my favourite as you receive credit when you receive calls, so any spare minutes I have on my contract phone each month I spend by phoning the spare phone and building up credits on that - just makes sure my spare contract minutes don't go to waste as Three doesn't carry them over to the next month!