You can buy a quad band unlocked refurbed phone at Factory direct. They are online in Canada or have stores depending where you are. I bought an unlocked htc phone. As previously stated, make sure it's a gsm, quad-band, unlocked phone. I've used mine in a few countries in SEA. Very easy & cheap there to buy a sim card and just pop it in. I called Can/Us for 1 baht per minute from Thailand on my cell. That's about .03c.

I would not jailbreak/unlock my iphone and use it like this. Too easy to loose a phone or have it stolen while traveling so why bring it?