IPhone :: How To Use 4S While Travelling To Different Countries

My wife and I each have an unlocked, no-contract iPhone 4s. Next month we'll be traveling for a couple weeks in Croatia (mostly) and a few days in Slovenia. We're planning to bring our phones with us. We'll be making just a few calls (probably to each other, when we get separated), and using some data - we'll try to take advantage of wfi when its available in our hotels, but I expect we'll use some data when no wifi is available. Doesn't have to be terribly fast (no streaming video), we'll make do with whatever connection speeds are available. I assume we can remove the micro-sim cards from the phones at home, before we leave (leaving them safely at home), then upon arrival at our destination purchase micro-sim cards for both phones, insert them and...I guess activate them on the local network.

Will the phones work during our flight over, without any sim card - (obviously not for calls or data, but for listening to music, watching preloaded movies or playing games)? I've never done this before, but I assume that all content on the phones (music, movies, apps & associated data) will be preserved - correct? Are there any gotchas I should watch out for around iTunes accounts, Apple IDs, setup, etc.? (my wife is not very good about remembering her itunes password...even at home). Basically, do I just pay for the local micro sim card and voice/data plan upon arrival, pop it in the phone, start it up, and start using it? Or do I need to go through any kind of initialization/reset process? My goal is to just change the phone carrier/phone number, but leave everything else on the phone intact and functional - so it's easily switched back once we get home.

I'll make sure that we've updated our phones and synced them via iTunes before we leave home, but I'm assuming we will not have access to any computer (at least none that I'd want to plug my phone into) while we're traveling. Once we get back home a few weeks later, I'm expecting things to return to normal when we pop our "domestic" sim cards back in - I'll assume we can start using the phones on our existing domestic carrier (with our original phone numbers) without having to jump through any extra hoops - correct? (BTW, no, I don't want to just pay our domestic carrier for a travel voice/data package - not an option for us, thanks; one of the reasons we bought unlocked, no-contract phones was to be able to use them internationally with local sim cards.)

Info:
iPhone 4S, iOS 5.0.1