It depends.Have you kept it for the minimum 12 month contract?
If its pay as you go you will most likely have to pay an exorbitant fee to 3 for the PAC code which releases the phone and lets you use other providers.
3 offer lots of extras that Orange don`t.Chances are you would be better off buying a new Orange phone
If you contact Orange on their site,they will probably be able to tell you exactly what to do.
If you go on contract then you cannot beat 3`s deals.But I suppose after 12 months is up the deal is not as good.
Why are you swapping?