If your biggest gripe with Apple's flagship media player is that it refuses to make voice or data calls on anything but AT&T's wireless network, you're officially free. But the price of freedom, in this case, is either a very steady hand and soldering iron, or a willingness to send money to Australia in exchange for a "Turbo SIM," delivery date unknown. Of the two methods, I prefer the third: Buy a real phone. Following an exhaustive comparison of alternatives, I have overwhelming backing for my early conclusion that iPhone is vastly outmatched by several devices in its price class.
If you simply must buy and unlock an iPhone, use George Hotz's (forum nickname "geohot") 10-step hack, the one that requires soldering. If you need help with the soldering, go to a ham radio fest or sit in on a robotics club meeting. If you want to tackle it yourself, practice with throwaway surface-mount electronics, scraping conformal coating from circuit traces and soldering wire to them before you crack the case on an iPhone. George's method is the easiest possible hack to a surface-mount board. While George recycled his wire from a motor, I suggest you buy new magnet wire from Radio Shack. The thinnest wire in the three-spool pack is the 30-gauge Kynar insulated wire you need. Scrape or burn the insulation off the ends.