Agreed on the Sprint/Verizon thing – those phones are activated by ESN (Electronic Serial Number) and neither carrier will activate a phone that’s not already in their “system.”
As for GSM phones (or the GSM portion of multi-mode phones), if you don’t feel like DIY, most of those skeevy little independent mobile phone shops will unlock these phones for you for a nominal fee. About three years ago I bought a GSM RAZR for an upcoming Europe trip and had it unlocked at a little shop on Cass St. I bought the phone (used) there and they unlocked it for free, but otherwise the fee is pretty nominal.
Also, there is a San Diego based company (I think they’re on Garnet but they only do business through the mail) that sells international roaming SIM cards.
The one that I bought is a “ringback” service – to call out, you dial the full phone number, country code and all, and when you press send, the phone sends a text message to some server somewhere, and a few seconds later the phone rings. You answer, and it places your call for you.
The one that I got is something like 39 – 79 cents per minute in Europe, depending where you’re calling. Mine has a UK telephone number. But incoming calls are free and there’s no monthly fee. You do have to top up the card every nine months whether you use it or not, but the money doesn’t go away, it accumulates.
This per-minute rate is much higher than the single-country SIM cards you can buy in kiosks across Europe & Asia. The big advantage of this card is that, besides free incoming calls, your phone number is the same everywhere you go, and you’ll know what that phone number is before you leave for your trip. This is nice if you’re going to be moving around a lot.