The sim card will go right into the 6s.
But if you are wanting to buy outright, definitely purchase from Apple. If you buy from O2 it will be locked to O2 whereas iPhones bought outright from Apple are network unlocked. I usually buy my iPhone outright from Apple, and sell my old iPhone to offset the cost of the new one.
I was with O2 until September and I then moved to EE. Having an unlocked iPhone, made it much easier to try the new network out (by purchasing a pay & go sim card) prior to getting my PAC code from O2 and moving to EE permanently.
Also, unlocked iPhones (i.e. the ones bought outright from Apple) tend to be worth a bit more when you come to sell them on, as you have a larger audience of people to sell too.