I chose to be locked into AT&T since their coverage is far better than T-Mobile where I live.
T-Mobile signed roaming agreements with AT&T, at least here in Colorado. Only seems to be one way though, since my friends AT&T GSM phone wouldn't see TMobile towers. He has an older AT&T GSM phone, one that dosen't support the 850mHz signal, so looks like AT&T will be stuck supporting the normal GSM standard for a while, as well as their new one.