tbh i thought it was illegal... shows what i know
unless sim cloning is illegal and we are wrong, I think you probably have that confused with the changing of IMEI number, now I know that IS illegal.
Changing the IMEI is illegal, and can get you up to FIVE YEARS bed & breakfast.
We get people in almost on a daily basis asking us to do it (no) telling us that they won't tell anyone (I don't care) and that xyz does it (which kind of kills your "won't tell anyone" argument). A lot of modern phone can't physically have their number changed anyway, even if you wanted to.
Cloning a sim is legal, however any sim issued since about 2001 you won't be able to do it with, unless you hit lucky (more chance of winning the lottery)
SIM cards all have their own individual identity number, when you connect to the network this broadcast and the network knows which phone number this identity has. The number isn't a secret, it's written on your SIM card most of the time.
Each SIM also has a Ki, it's like another code, and this is programmed into the SIM.
On the old SIMs you could pretty much ask the SIM what it was and it would tell you, later ones you needed to brute force attack it to try every combination, these days the card gives you a few attempts, then shuts down killing the SIM, and without knowing the Ki, you can't clone the SIM.
The adverts on eBay are VERY misleading, but if you read them VERY carefully they are mainly accurate. They say that they can clone all the contacts and messages from a SIM (so that's a backup them) whilst others say that they can duplicate your actual card (small print later on says this doesn't work for all SIMs, basically any issued in the last 11 years).
Dual Sim phones are something else, there are basically two types, the cheapo copy ones that spend half their working life in Chinese, and the ones made by companies you know such as Nokia and Samsung.
They basically hold two SIMs, have two numbers running at the same time, the phone has two IMEI numbers and you can set them up in all sorts of ways for different tones for each number etc. Useful if you have a work number and a personal one but don't want to carry two phones with you. (Prices start at around £20 for a branded one)