The iPhone has a lot of mobile data settings that have to be `just right' for the mobile Internet to work.
My experience on an iPhone 3GS and 4 suggests that the carriers are complicit in this, meaning that when you unlock an iPhone, unless everything is set up properly, you will have problems.
+Steve

[size=2]Steve Gold
PO Box 1014, Sheffield S10 5YG, UK
Home mobie: Telefonica O2
Other UK mobiles: 3, Vodafone, Virgin
Foreign SIMs: Toggle (multi); Germany (Fonic); Poland (Orange PL);
Skype: stevewgold