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Why won't they also then not lock someone into a contract automatically either, and then those in the know will call and request not to be in a contract. ;)

Oh.. I bet they would if they could get away (or if Legere retired!).
 
The back of the box for my 3G, 3GS, and 4 have an AT&T logo on it. Its on the left side on the back towards the middle. I can't confirm the 4S.
 
If you go to the Apple store, and tell them you want att iphone for a full price, it will come unlocked. You must purchase at apple store though.

The advantage of buying the Verizon phone is that not only is it always sold unlocked, but Verizon will apparently not directly activate any non-Verizon phone. It is supposed to be possible to activate the Verizon SIM in another phone then put it into the AT&T phone, but I like having the most options at the outset.
 
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