Cellphones? Bands? Wind? What is all this?

Ok, so I am going to be in the market for a new cellphone pretty soon. I want to get a phone through Wind, as I've heard good things and they will meet my needs as I am not planning on leaving the city often. I am buying a phone outright, as I am sick of contracts.

However, I've heard that Wind operates on different bands than the big 3. What phones or bands or whatever are compatible with both Wind and one of the big 3? Thanks.