The voice call roaming isn't too bad. Only $1/min if you are on the Int'l plan. It's the data that kills. And, no, if you got the phone from ATT as far as I know you cannot unlock for use on another network unless you jailbreak or use an MVNO (Mobile Virtual Network Operator). AT&T and Apple will not unlock the phone or provide you the code.

Here are a couple of useful links:
http://www.flyertalk.com/forum/trave...phone-3gs.html
https://discussions.apple.com/messag...50685#11050685