In Canada, typically subsidized and carrier-versioned phones are locked. I have not heard of tri or quad-band GSM phone here being locked here. That would prevent a different SIM card from being used whhen traveling - one of the basic benefits using GSM.

Many phones can be unlocked at home with some basic information from the net and others can be unlocked by people who do that type of thing for a small fee.

I won't buy a locked phone. Or rather a phone that can't be immediately unlocked. Likewise I'll never buy a CDMA phone and would never touch a TDMA handset again (is anyone still using TDMA?) Just to make sure everyone is on the same page, we're talking about SIM-locks which marry the handset to a specific carrier's SIM cards.