I want to correct a common misconception. Many people think that you can dial the emergency services even if you do not have a SIM in your phone. I see this advice scattered around the web - often telling people to keep an old, SIMless phone for an emergency - and it is dangerously wrong.
If you are in the UK, you must have an active SIM in your phone!
Your SIM does not need to be in credit, but it does need to be active. That is, it will connect to your network provider.
If you do not have any coverage from your provider, other networks will automatically let you on to make an emergency call only if you have a SIM card.
This is a decision by Ofcom - the organisation which regulates telecoms in the UK. It was taken to reduce hoax calls.
evidence from Europe suggests that the incidence of hoax calls is higher where a mobile phone does not have a SIM card.
This suggests that one approach is to only extend 999 mobile roaming to mobile phones with an active SIM card.
Access and Inclusion Digital communications for all - 2009 - §8.46
You can read further details about the evidence and how the UK and other EU countries deal with this.
If you don't believe me or the resources I've listed, you can pull the SIM from your phone and then try to connect to the emergency services. It should be impossible in the UK.