Ok so lately there have been a fair few posts asking why the GG sim does not have the mobile number on it and if its possible to have it on the sim/phone, a few people have been replying with "its not possible" but it is (even for Android phones) or "just create a contact with the number" but if you run any apps that require access to the phones number this will not work 
So here is a little guide on how to do it, just needs a bit of effort and in some cases temporary use of another phone.
First thing to do is goto "My giffgaff" and get your phone number (you need to have an active sim for this) then check the phone list below for instructions on how to enter it.
List of phones capable of manually entering the number correctly
(will update this list if people kindly report back how there phone does it)
Iphones: Goto Settings> Phone> Press My Number> Enter number> Press Save> Press Home> Job done!
Sony Ericssons: Goto Contacts> Press More> Select Options> Special Numbers> My Numbers> Select "My mobile" and enter your number > Press save> Job done!
Nokia: Menu> contacts> options> special numbers> My numbers> My mobile> edit
Blackberry: Go to Options> Advanced> SIM Card> Press menu then select Edit SIM Phone Number
Xing Ling E71: Menu -> Phonebook -> Options -> Phonebook Settings -> Extra numbers -> SIM1 (or SIM2) owner number That's it !
Samsung Tocco Lite: Press phone book > More > Settings > My Phone Number > Create
Galaxy S (GTI9000) - tested on 2.1 and 2.2 - Goto Contacts > Settings > Own Numbers > Create a new entry called My Number > reboot phone
Galaxy Mini: Contacts > Menu > More > Own Numbers
Galaxy Apollo: Contacts > Menu > More > Own Numbers
HTC Wildfire: Open Peoples app > First contact on the list is me > Open that up you can input your phone number as well as several other details about yourself
HTC Hero with Froydvillain: Settings > Call settings > Additional settings > My phone number
Android phones not listed above: You have 3 choice
Take your sim out and use another phone that is capable of doing it
Install a rom capable of doing it, CyanogenMod 6 (and up) roms (including FroydVillain) can change their SIM phone number by going to:
Settings > Call settings > Additional settings > My phone number
Download This app (the app only works on 2.2 and above) it can also be a bit flakey from reading comments so its up to you if you want to try it 
Ok so once you have it set in the right place if you move your sim over to another phone it should automatically be set in any new phone
For android users instead of seeing "unknown" this is what you will now see in Settings> About phone> Status
Which now means if you add yourself as a contact, add the phone number and a pic you should now get your pic instead of the grey android box in the msg app like so
Hope this helps 
Special thanks to the following people for their additions
rhinoman, ezzakins, ntfreak, fefesoso, george96, illy1965, magicmyth, Iopanrs
Tocco Lite also works
Press phone book > More > Settings > My Phone Number > Create
You will be prompted to add a "name" and number... so I added them exactly as I have them saved in my phonebook e.g name = Me, Number = my mob number
When I put my sim back in the phone and checked in settings > about phone > status, my phone number was listed, instead of "unknown" and my picture then showed up in the list when texing
ezzakins wrote:Tocco Lite also works
Press phone book > More > Settings > My Phone Number > Create
You will be prompted to add a "name" and number... so I added them exactly as I have them saved in my phonebook e.g name = Me, Number = my mob number
When I put my sim back in the phone and checked in settings > about phone > status, my phone number was listed, instead of "unknown" and my picture then showed up in the list when texing
Awesome thanks for the heads up i added it to the list
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