When AT&T refused to SIM-unlock my newly acquired phone a few years ago, I bought an unlock code on eBay for a few bucks.
Since canceling my AT&T service, I moved to a combination of free global SIMs such as
FreedomPop, cheap local SIMs bought on arrival in a foreign country, and (where those options fail) pricey global SIMs such as
GigSky.