GSM (including GPRS and EDGE) is definitely available in most of the world, including Europe. The iPhone supports both the 850/1900 MHz frequencies used in the USA, and the 900/1800 MHz frequencies used internationally.

UMTS (a.k.a. 3GSM) is another story though. This requires a separate chipset (manufactured under license from Qualcom, the owner of the (W)CDMA patents), something which Steve Jobs has indicated was the primary reason for not supporting 3G – this other chipset drains the battery much faster. If the iPhone ever DOES get UMTS hardware, look for 850/1900MHz bands for use with Cingular, 1700MHz for T-Mobile (limited deployment at this point), and 2100MHz in Europe and Asia.

Second, although it is true the at Visual Voicemail is a new AT&T feature developed specifically for the iPhone, it is not true that unlocked (actually I suspect you mean unbranded) phones, “in the US, at least, are denied access to a carriers mobile data infrastructure”. That’s pure BS. I have been using a unlocked/unbranded Motorola A1200 (which is not even offered by a US carrier) on Cingular’s network without any problem. You do need some additional information to set it up (i.e. voicemail dial-in number, GPRS APN, etc..) – but these are readily available under the “Support” section on the Cingular web page.

Verizon, Sprint and Nextel do not use GSM or UMTS at all – so with these carriers any “unlocked” phone (something which really pertains only to GSM/UMTS phones) will not work. You are essentially stuck with the options they offer. (OTH, it seems they have better real-world speeds for their EV-DO 3G network, compared to Cingular’s UMTS/HSDPA networks..)

We’ll see what ultimately happens. People might be able to get everything but the visual voicemail and push IMAP working on TMobile, but it will probably break the next time a system update comes out.