I don't know much about the iPhone, but I can tell you that there is no point in changing the IMEI. Rogers doesn't care if you use an unlocked phone on their network, as long as you don't expect them to provide you with support if it doesn't work properly.
All you need is a SIM card and an account. You can get one at any Rogers dealer.
You shouldn't have to sign up for a contract, unless you're getting some of their higher-end data plans. If you do that, you might want them to sell you a subsidized phone so that you get full benefit from the contract. You can use it as a spare phone (you can simply move your SIM around at will), or you can sell it brand new, in the box, locked to Rogers, or you can get it unlocked and sell it for a bit more money (incurring a bit more hassle to get it unlocked first, since Rogers won't unlock it for you).