According to a recent engadget post you should be able to buy a unlocked phone from ATT. At least according to the ATT wireless CEO…
“People for example today don’t know that if you want to go out and buy a unlocked phone you can. I just don’t give you a subsidy against that phone… I try to sell you that phone at a higher price.
I’ve actually tried to buy unlocked phones through AT&T before and they refused to sell them to me.
No, they–
Both over the phone and in the store. I’ve done this multiple times and they always refuse to sell them to me.
Just tell them that you want a “no-commitment price” and that phone can be sold.”
So there you have it, from the mouth of the CEO. Just ask for a “no-commitment price”.
I think that I’ll try calling them tomorrow and asking for it. Expect to see the result here.

(image from http://www.lincolnsblog.com/Articles/National/ATT/ATTWireless.htm)