Do you have a BlackBerry 10 device on O2? If so, the UK network is making things a little easier for you to switch over from 3G to 4G - as long as you have coverage. Clearly O2 have been late to the LTE game in comparison with EE, and with just 15% of the population currently covered you may be limited. However, 98% of the UK should be covered by the end of 2015 - although that seems an long way off!
The way this works is that if you have a BlackBerry Z30, Z10, Q10 or Q5 they are all 4G ready. With a series of new plans, O2 is offering 4G to 3G customers without having to renew a contract, which is good news. At the moment if you have 1GB of 3G per month you can switch that to 1GB of 4G at no extra cost.
As usual - the more data you need - the more it will cost but O2 have a selection of both phone contacts and SIM only deals on their site.