Looking at the specs of the 710 for Tmobile, it seems to be quad band WCDMA which means it would work on both att & tmo's 3G networks. If the same applies to the 800/900 that comes to att, if I was to buy one how easy is it to get att to unlock it after buying at full price? This is assuming that there wont be an unlocked Euro version that would work on tmo.
I think the carriers will only give you an unlock code after you've been a contract customer for several months. There are however web sites that will sell you unlock codes for phones. Usually it's around $10.