I just bought a device only AT&T iPhone 4S from my local Apple Store after reserving online last night and confirmed it is unlocked via iTunes. Here is a copy of my receipt; notice it says "AT&T Account Information: No Wireless Service Activation during iPhone Sale" about half way down.
I am not an AT&T customer and did not have to provide any account info (although the receipt did have my name and e-mail address from my online reservation the night before.)
When I asked the rep if I could buy it "device only, off contract" he said yes, but that it would be locked (wrong, obviously.) One of the screens during the payment process had an "Activate" button I had to click which had me nervous, but as long as you don't give them any account info, the phone won't be activated and will be unlocked.
sweet, i was curious if any chicago apple stores were already selling unlocked 4s' yet. need to get one for the gf, thanks!