South African SIM card
European SIM card
USA SIM card
Besides the obvious reason of receiving your number in advance the biggest advantage is that there is no searching for a store to get a sim card whilst in a foreign country once you have arrived. There is also no waiting for your sim card to be active as this is all done for you before arrival.
The Networks advise that you may have to wait 24 hours before your sim card is active when purchasing on arrival.