Apple and AT&T won't do in-store activations. I'm not sure it's Apple policy, but I've seen reps of both refuse right there in the store. AT&T it is corporate store policy, I asked when they refused someone -- they don't even have a computer running iTunes in the store. To some degree this makes sense, considering the way the iPhone links with and interacts with iTunes on a PC or Mac unique to a person or family. Both stores will run a credit check and give you a pre-authorized credit approval number, but activating for you is definitely not a given.
You are certainly aware of the risks. These forums, I'd say a fair number are pretty savvy. But just judging from some of the questions I've answered only this morning, due to the iPhone lots of very casual consumers have flocked to any kind of Apple-related forums. I've seen numerous questions about using unlocked iPhones with Sprint or Verizon. Those would definitely be casual consumers.
But these forums really aren't what I'm talking about. There is one blog in particular on a network of blogs read by a lot of people, and a lot of people read blogs these days, that is regularly posting very simple step-by-step instructions on how to use at least anySIM to unlock an iPhone. Simple enough for people very technically disinclined to follow and succeed. Very tempting for people want an iPhone but have no local AT&T service, or are in a T-mobile contract, what have you, will try, succeed and have no idea what really might happen.
You hacking something and giving that over to a close group of professional or personal acquaintances whom you know to have a clue, that's one thing. People with doctoral level education in their field hacking something and publishing it on corporate-owned, mainstream-advertising-funded, for-profit blogs skimmed by perhaps millions of people every week, that's entirely another thing.
p.s. I missed your post about my saying hackers are bad because they might cause Apple to brick my legit -- you know what I mean by legit, so don't make too much of it: it's just an easy, short way to write "AT&T-iPhone-contracted, never unlocked, never hacked iPhone" -- iPhone with future updates because they overwrite my baseband. That's not what I meant. I meant if the potential bricking is due to some max limit of like 1 on baseband overwrites, then in the future it's a technical problem for Apple to find another way to relock unlocked phone as you can't just willy-nilly overwrite the baseband because phones that have never been unlocked will have had the baseband overwritten by this update. But it may be moot point now, really, as someone posted that update 1.0.1 overwrote the baseband; if there's a max limit on baseband overwrites, and they intend to overwrite everyone this time, then that number is at least 2.
What does that even mean? Casual consumers don't spend their time reading forums and jailbreaking their phones. A casual consumer will walk into an Apple store, buy an iPhone, let someone activate it for him on the spot, and go home. These ARE casual consumers. You, me, and people on this very forum are no casual consumers.
The unlock is for people that know what they are doing, you need to fake activate your phone. Jailbreak it. Install the BSD subsystem..etc. Tinkering with your phone has a consequence and people who do that know it. This is a price one pays for not being locked to a single carrier for a good 2 years.