According to GSM world, Bermuda uses 1900.
http://www.gsmworld.com/roaming/gsminfo/cou_bm.shtml
As for which way to go, It depends on how long you are going to be there. UM charges $2.09 and $1.09 for outgoing and incoming calls respectively.
If you already have a US GSM carrier that may be the way to go. Cingular charges $1.99 and Tmobile charges $0.99 in and out.
Phones: Xiaomi Mi Mix 2, Samsung Galaxy A50, ASUS zenfone 3,
Sim cards: AT&T (Contract), 3 UK, Piranha Mobile