I did it with my 4s last year. There are many SIM cards on ebay that allows you to 'override' the Sprint programming and use the carrier of your choice inside the US. I moved from Sprint to Net10. It works great, however, it has its minor shortcomings: MMS does not work, and iMessage no longer can register your phone number to start conversations. Also, the particular SIM I had only worked with iOS 6, so I didn't upgrade to iOS 7.
It was definitely worth it though for me I paid $100 ETF to get out of Sprint terrible service.
I learned my lesson, I'm now on an iPhone 5 AT&T as a stopgap solution, my next iPhone will be an unlocked iPhone 6.