Just wanted to give you guys a heads up, that if you want to get your iPhone factory unlocked, you don't have to be an AT&T customer. It's not free, but it won't cost you an arm either.
To date, I spent about $100 on gevey sims (including the various fakes ones I received from dishonest ebay sellers. Not to mention all the time and effort I wasted trying to get them to work) on my iPhone 4s alone. The factory unlock only cost me $45 and now using the phone on T-mobile service is PAINLESS like it should be! Plus once you're done, you can configure your MMS and internet settings without any issues.
There are tons of 3rd party vendors online offering the service. I can't vouch for all of them, but this is the site I used to unlock mine: http://globalunlockcodes.com/
The entire process took about an hour, and doesn't require any unlock code. You just have to hook your phone up to iTunes once your phone is finished unlocking. I've restored my phone a few times, and the unlock always stayed. Hopefully this solves any of your iPhone+T-Mobile related problems.