Two options - AT&T will provide the unlock code once you hit the end of the contract with the phone. Takes a little bit of time to work through their system and get the right engineering group but you'll get an email with the instructions (you have to provide them the IMEI and maybe the SN, cant quite remember). Took only a day or so and it worked great for me.

You can also use some of the 3rd party services in London. I've seen them at the local outdoor marketplaces. Takes about 5 minutes for them to unlock it. Costs maybe £10-15 (been a while though).

Once its unlocked go by a prepaid SIM from Orange or Vodafone or whatever your preference is.