So I'm gonna give you my experience on how I got around to unlocking my phone, as we all need unlocking to join other networks.
Code it yourself
I've unlocked every phone i've had and for my old samsungs i just rooted it and changed a coding line in a file which unlocked it. So it was basically free of charge and relatively easy to do if you are willing to void your warranty. If you feel a bit savvy I'd head over to the XDA forums ( http://forum.xda-developers.com/ ) where there are all sorts of convos on how to do it for different phones. (samsung have been in general the easier ones).
Some extra links for samsung etc
http://forum.xda-developers.com/showthread.php?t=1731931 (needs to have rooted device)
Use software to unlock it
However with my current Sony ericsson live with walkman i had to download a software for a tenner and then do a tweak and bam it was unlocked. It's the same system that was used by the phone unlocking stores and at half the price compared to asking them and it is also very straight forward. This is the site, it may have your phone model and also gives walkthroughs.
So yes that's my experience =) I like messing around with my phone which has given me many nightmares and heart attacks but that's my story and hope it's somewhat helpful.
How did you get it unlocked?
Would be great if you could share your experience here, it's useful information for anyone who wants freedom for their phone.
I unlocked my Vodafone locked Smart 858/Huawei U8160 and Huawei Ascend G300 by buying unlock codes from a seller named korter_gsm on eBay for a few euro each.