I haven't seen many people mention it, but around here, it only costs $5 to get someone to unlock. Max is $25 for them to backup, jailbreak, unlock and make sure your phone works. That's not too much to pay for having someone else deal with any problems that come up. All I am saying is that for some, it might be a worthwhile thing to do.
$25 dollars is a good deal. At this point in the jailbreak scene however, it pays to learn it yourself since every firmware, baseband, and idevice is jailbreakable and unlockable. Unlike previous jailbreaks you don't have to worry about any of the stumbling blocks that would make your device unjailbreakable and stuck on a baseband that can't be unlocked.
I agree, teach yourself how to jailbreak and unlock, but after that - like MMS or some other ridiculous problem, let someone else deal with it :-)
Saurik said, he doesn't think it's a bad idea for some people. I just posted this because of the number of people that seem to be stuck and can't get their phone working due to a SIM or some other problem. You can be sure that those "unlock" services will have the correct SIM for various carriers. Just another option.