I think most of the UK networks will unlock a contract phone for you at any point, they might even be required to by law. They won't let you out of the contract though, so you have to keep paying them, but it does mean you can use it abroad.
I agree with you though. Went contract free with my 4, and don't see myself ever going back to a contract. Even with Three's prices the freedom is worth it (I expect to switch to EE when they start up here, some time in the next few months, and then possibly to Three once they start using the 1800MHz bands EE was told to sell them).
Yeah, 3 do an unlock for £25, O2 for free, Orange is somewhere in the £15-£20 mark and I think Vodafone is similar. Not sure about T-Mobile.