Well, it didn’t take long for a free version of the software unlock for the iPhone to be released by the iPhone Dev Team. As I mentioned previously, it’s not for the those that are afraid of the command line but expect that to change as more people get their hands on the code in the coming days. I used this tutorial (which also has all the files). If you follow it completely then run Independence (Mac) to activate your non-AT&T sim, you should be good to go!
So this is my confirmed, it fully works on Roger’s post:

with the only tool you need for the job
If you want to enable EDGE to work on Roger’s (aka the highway robbery that is data in Canada), just edit the EDGE settings in the Settings/General/Network/Edge menu to:
APN: internet.com
username: [leave blank]
password: [leave blank]
To disable EDGE at anytime, simply add an extra character to the APN url so that it’s not valid.
It’s worth mentioning that when you connect to “Roger’s Wireless” on the iPhone, it does a neat little scrolling animation (not unlike when you connect to a long wireless network name on a Mac) but then instead of just saying “Roger’s” in the network name spot on the top left, it truncates the name with “…” so it then says “Roge…”. I could probably change that to the logo of my choosing but figure I’ll be ‘proving’ it’s on Roger’s to friends for a little while at least.
Update to this post: I did a complete iTunes restore to my iPhone and the unlock survived the restore. I used the latest version of the iPhone software (1.02) and was using iTunes 7.3.4 (haven’t upgraded to the latest yet).
Update #2: the latest version of Independence now also makes YouTube work when you activate it! Woohoo!
Update #3: there is now a number of much simpler software unlock methods. iUnlock and AnySim are free apps you can install on the iPhone to do all the heavy lifting directly. There should be soon a version available via the Installer App. For now, follow this detailed tutorial to get your iPhone unlocked.
Expect everything to change after the big Apple announcement in London on September 18th which is widely rumoured to be European iPhone release which will most likely also come with a firmware update.