I am looking for a arduino shield to connect internet via sim and found the following two products. Any recommendation which one will be better? I will be using them in United Kingdom using arduino UNO.
Can someone pin point the key difference between these two and
ARDUINO - A000043 - SHIELD, ARDUINO, GSM, INTEGRATED ANTENNA
Cellular Shield with SM5100B
The Arduino A000043 (your first link) is the official Arduino GSM Shield, developed by Arduino Team and Telefonica I+D.
Telefonica has a brand in the UK: O2, and the shield includes a machine-to-machine SIM to use with O2 & other Telefonica brands coverage in any country of the world.
There is a new project on Kickstarter that might be of interest to you. Hope that helps.