Can I use iPhone 4 3G services outside of my native country?
The UK uses the GSM 900 / GSM 1800 MHz bands. These are, among others, supported by the GSM iPhone 4.

From the iPhone 4 - Technical Specifications page:


  GSM model: UMTS/HSDPA/HSUPA (850, 900, 1900, 2100 MHz); GSM/EDGE (850, 900, 1800, 1900 MHz)


These bands should give you coverage in most of the world, providing that you get a simcard from a GSM provider:

GSM World Coverage