I requested Apple for a new iPhone (factory-unlocked) or at least unlock my phone. They linked me to AT&T and AT&T denied my request. Now I have to wait for proper jailbreak and unlock so my phone will be usable internationally.
I don't know if there's any jailbreak coming out for iOS 5.0 yet. This will be my first time having to jailbreak it...
Apple won't 'unlocked' these phones nor will they 'tell you' that the off-contract iPhones are unlocked. My rep got a really worked up whenever I mentioned 'unlocked' phone when referring to the 'off-contract' phone. No idea why he was so worked up about it, but he kept insisting that this is a locked off-contract phone. I came back home, iTunes told me otherwise...fully unlocked.
If you're within the 30 day window, I'd suggest you take it to the Apple retail store and ask for an off-contract full-priced iPhone 4S for AT&T. The reps often get touchy about selling these off-contract phones for some reason, so you 'may' have to either go to the store a few times or find another store. Don't mention that you want to buy the unlocked phone because they'll tell you that they don't have it. Ask for a full-priced off-contract AT&T iPhone 4S. It will cost you: 16 GB $649 32 GB $749 64 Gb $849 but you'll have an unlocked phone.
I'm guessing this would be easier if you had a friend who's an AT&T subscriber that 'wants to upgrade' at full price.
Jailbreak is out right now for iOS5 but it's a semi-tether method. So you'll need to have a computer if you need to restart your iPhone - inconvenience especially if you're traveling. I wonder if Gevey SIM would work for these...does anyone know? Regardless, I think it's a huge hassle to look for an unlock each time a firmware releases. Especially with the SHSH blobs gone and with legitimate unlocked iPhones available...I think it's worth the extra bucks (assuming you're saving money with a local carrier or traveling).
Worst case scenario, if you can't return your iPhone, sell it on Craiglist and buy an unlocked one off of eBay or CL.