Ok, my friend tested this and it worked. He unlocked an old iphone and put an AT&T sim that was on a line with no data and it works. He can make phone calls and send/receive texts and that line has no data. So maybe the unlock makes it able to work without a data plan without AT&T knowing.
Which is an "old Iphone" for you? I got my Original iphone with no plan, all other from 3G and up, everytime i put the SIM in i get a text mesg saying they are adding the "correct" data plan to it. (wondering why i take the SIM out a lot, I am a developer and got 3 other iPhones on my account, I switch between different smartphones)