Unlocking to an AT&T SIM

I have a few questions about unlocking the iPhone to use on an AT&T SIM.

Why might I want to do this? Well, I'm in a Wi-Fi zone 95% of the time and wouldn't use EDGE, and VVM isn't very important to me. So this is where I stand. Don't try to play the "morally wrong" card on me because I'm not buying it. Some guy on AppleInsider tried to convince me that an iPhone shouldn't be used unlocked because it wasn't made to be used unlocked and then said the EDGE and VVM were 50% of the iPhone experience and without them it wasn't even worth it to get an iPhone. Hopefully I can get a little more level-headed advice here.

1) If I happened to be browsing the web in a WiFi zone and slip out of it, would it default to EDGE, or will it just stop working if I do not have a data-plan? I want to know if I need to be careful about where I use WiFi.

2) Is there a way to use the Voicemail Button to simply dial voicemail instead of VVM?

3) I've heard from one or two people who were using an unlocked iPhone on AT&T that they got shut out. Is AT&T going after iPhone-unlocking AT&T users? Wouldn't shutting someone out of service for unlocking their phone illegal? Or at least a breach of contract, at least on AT&T's part?

Thanks for your help!

-Clive