I've received the email telling me my iPhone has been unlocked by my network. So now I have to insert a different SIM and connect it to iTunes to complete the process.

I won't be using the phone unlocked until I go abroad so I don't have a SIM to put in yet. Is the correct procedure to just use a random SIM from another phone to complete the unlocking, or do I have to use the actual SIM I'm going to use when abroad?

(Sorry if this is a daft question but it doesn't seem obvious to me)

Any sim will do you will get a " congratulations your iphone is now unlocked" message in itunes.

Thanks. Presumably I can then take out that SIM and put back the one from my UK network until I go abroad?

Yes once you get the unlock message just pop your original sim back in the phone.It does need to be another network sim other than your original one to get the unlock message.
If you dont get the message when connected to itunes you might have to restore the phone to complete the unlock but ive only ever had to do that once.

Got my iphone 4s unlocked today

Congratulations.

Yes, once you get the congratulations your iphone is now unlocked message you will able to insert any sim card, whether it's from the UK or abroad. Just make sure you get a micro sim from abroad if you have the iPhone 4 or 4S