Neither Apple or AT&T will unlock your phone for you. Several Apple sales people have told me that the only way Apple would/might unlock phones is after their exclusive contract with AT&T runs out, but even that was no guarantee. AT&T sales reps have told me on different occasions that they have no plans to unlock iPhones for customers and that they have no way to do it anyway.
One of my friends just had is 2G contract expire, and he mentioned unlocking to AT&T and they basically told him the same thing that I'd been hearing too. Essentially No. AT&T claims that since they're the only network that the iPhones are designed to work on, they won't do you a favor by unlocking the phone so that you can go somewhere else. I don't really blame them. Business is business. Maybe they should charge $100 bucks to do it or something? That being said, you can unlock your phone for free right now anyway...