First time poster here.
I saw the thread and figured I'd give it a shot. I went to the Northlake Apple Store in Charlotte, NC just now (where there is no line and stock of everything because no one still knows the store exists). I told them I wanted to buy the 64GB AT&T iPhone and to ring it up as device only and not give them any of my contact info. The guy asked another girl who said she had just done that same thing and it was ok. I got home and popped in an old UK Three sim and presto everything worked just fine.
Thanks to the OP and everything in this thread for all of the great info!
Edit: For what it's worth. My unlocked iPhone is model MD269LL, which is what it says on the receipt. However, my AT&T iPhone 4S (the one I preordered with a contract) has a model of MD270LL. The box says MD269LL, but the phone is different. I did swap it out in store through service twice due to two lemons, but I don't think that would involve the model number changing. Or would it?