Some of the more modern Nokia handsets work without sim cards, though the best handsets for development are SonyEricssons by far.
I would check the specs. of the particular handset. (don’t trust the sales people, when it comes to J2ME they know very little about what they are selling)
If you don’t intend to do any development using network connectivity, any old sim card will do, including deactivated - just make sure the handset isn’t locked to a particular carrier.
As to a particular handset, it depends how much you are willing to spend, what you intend to develop, and for what purpose you are developing.
Do you want a high speed, feature rich midp implementation that supports many of the jsr extension apis, so you can play around making cool but limited portability apps?
Or, do you want a conformant midp implementation of typical performance, that will allow you to develop more portable apps/games?
If you intend to turn this into a financial venture, it would be wise to invest in a handset that forfills the latter role - as there is next to no money in developing apps. that make use of exotic apis.
Either way, I would recommend a SonyEricsson of some kind - They are extremely easy to deploy onto (idiot-proof bluetooth upload), are one of the least buggy implementations, good performance (though early handsets had poor jsr184 support), support a wide variety of api extensions, and offer on-device debugging that is extremely easy to setup & powerful.
Many publishers also deem the mid-end SonyEricsson devices to be good reference devices.