Not in the "normal" high-street mobile phone shops, but you may be able to find a backstreet newsagents selling sims for a nominal amount (e.g. 50p, sometimes free if you buy a top-up voucher for a tenner). However, even the "normal" shops don't charge an awful lot for the sim itself (it's usually a fiver or so). In fact, 3 give sims out for free with a top-up voucher.

Unless you're going to the very remotest parts of the Scottish highlands and islands, coverage will be fine on all networks...