You can simply buy an unlocked iPhone. Then you can tether it, etc. That won't get you onto the T-Mobile UMTS network in the USA, but you can get on all GSM networks and non-USA UMTS networks.

I don't know about the iPhone, but on my old Moto I can select and roam on any network for voice calls. That functionality is built into the handset, not an add-on.

There is so much that one can do with an unlocked handset that IMO it is worth forgoing the subsidy and contract. A locked handset is like buying a PC with an OS where you can't make any changes to it.

If a quad band UMTS Android handset is ever released, I'll be in line to purchase and unsubsidized one.