I've been reading about these modules eg: http://www.bharathielectronics.in/gsm-module.html If I buy one of these, do I then need to go to a provider and get a SIM card? Do any of these come with prepaid service?

I haven't used a SIM card in years.

 

Just buy a sim card from the mall.

The GSM module would only come with a sim card if they bought one from a cellphone service provider and bundled it with their product.