It appears that neither Cingular nor T-Mobile will sell you a prepaid
> SIM in the US without a phone. If you poke around on their web sites,
> all the prepaid plans include a phone. I realize there's no technical
> reason that you couldn't just pop in a new SIM like you can in Europe,
> but if they won't, they won't. My guess would be that there are so
> few unlocked GSM phones in the US and even fewer people who understand
> what they are that it's not worth the hassle of supporting them.
Indeed you can get a prepaid SIM kit from corporate T-Mobile stores. I'm not sure what the story is with cingular. It's also possible to get SIM kits on eBay for less than face value (less than $50 which is what the corporate stores charge which includes $30 of talk time.)
A regular subscription phone is no good, since the subscriptions are
> all for at least a year with a large penalty if you cancel early.
Subscription phones aren't usually available to visitors anyway since most don't have US credit files or if a monthly plan is issued they will charge a hefty deposit up front.