I'd say you have a lot of questions to figure out first. Very few iPhone 4's can be software unlocked via jailbreak; only those with a baseband of 1.59, which was only available during the first couple of months after launch.
Beyond that, you can unlock an iPhone 4 with a Gevey Sim (you'll want to research this), but unless something's changed in the 48 hours since I last read up on it, they don't work with firmware 5.0. There are other disadvantages with the Gevey as well, they aren't very reliable, it seems, and some question their legality in certain countries.
If you're looking at the 3G or 3Gs, you have the option of upgrading the baseband with the iPad baseband of 6.15 (this is not an option on the iPhone 4). Again, you need to research this; 90%+ of users lose their GPS function with this option, and you will never be able to restore to fully stock firmware going forward. All firmware updates will require custom firmware.
If you need a full time unlock, your smartest move is to buy a factory unlocked phone and avoid all of these potential headaches.