We really need to pool our money and buy the guys (and gals) of iPhone Dev Team a free round of drinks; they never stop coding! The team is now offering a GUI solution (that's graphical user interface to you newbs out there) to its former iUnlock solution, called anySIM, making the process painless and tolerable. If this solution works as advertised, as it appears to, unlocking your iPhone can be done with just a few mouse clicks. I like the sound of that.
I plan on testing this out myself later today. Keep you posted.