To use as a phone or roam they all need a SIM. You can use a mobile phone without a SIM but with a WiFi connection - if you so wish.
Generally the problem isnt coming with the SIM but the phone being not being locked to a particular providers SIM. So always best to ensure you get an unlocked phone whether its comes with a SIM or not.
I have a phone that came without a SIM that is dual SIM. This means I can have my personal number and my work number on one phone. They are both different networks so the phone needed to be unlocked.