I've travelled to Europe and Asia quite a bit with iPhones with no problems (I live in the US), except for the fact that making calls anywhere outside the US is crazy expensive and of course I wouldn't dare turn on data roaming for fear of the thousand-dollar bill.
These days, though, is there not a better way? Can I not go into a shop in the UK and buy a pay-as-you-go micro-sim for 30GBP and call/data away? Is my iPhone (3GS and 4) permanently and forever locked to AT&T unless I jailbreak it, even with a different sim card?
I'm willing to jailbreak my 3GS to accomplish this mission, but I'd like to hear from someone with real-world experience before doing so.