I say its quite a good idea to get an unlock sim card!
Here are some testing I've done:
First I tried i-Smartphone SIM:
-sms, calls, and data in/out: is working
-GPS: working
-does it Loss signal: unfortunately it happens
-: IMHO not satisfying
next card I have tested Yessim SIM :
-sms, calls, and data in/out: working
-GPS: not working
-does it Loss signal: YES
-conclusion: failed
AND finally I tried 3Gsim -
iPhone Sim Unlock - 3G iPHONE UNLOCKING SOLUTION
-sms, calls, data in/out: working
-GPS: working
- signal loss:: NO
Conclusion: WORKS - ( since 09/22/08 )
Good luck with your unlocking!