You can use your own simcard. But if you insert a local simcard, it would block the network traffic after an amount of time. This is to prevent import of mobile (illegal) phones. You can register your phone (imei) by paying some money so that it won't get blocked.
You can register 1 phone in 2 years of time (you also need to have a stamp on your passport to show that you went to another country)

This is how it works in Turkey though...