This is curious. I just checked my GoPhone account, and the option for data packages was still there... And then I clicked the warning flag, and it said, "yep, Mamba's right".
That is perplexing.
I don't know anything about the phones themselves, but if I were you, the order in which I'd carry out your plan is:
1. Call Tracfone (or go online or whatever), see if they have the phone you want.
2a. If yes, buy it, and whatever pay-as-you go plan you want, and make sure they can get you your current phone number.
2b. If no, make sure you can get an unlocked phone of the model you want, and that the tracfone SIM is compatible.
3. Buy the phone/SIM, and have Tracfone take over your current phone number and put it on the SIM.
4. That should be basically it. When Tracfone sends either your SIM or your phone with SIM, it should automatically have the phone number as soon as you activate the SIM card.
5. Profit!
Source: That's the same basic process I went through to transfer to AT&T from another carrier, using my unlocked Blackberry.