This may partially answer your question, though it is unrelated to the jailbroken and unlocked part of your query.
I use an iPhone 3G on AT&T that I did not purchase from them- before putting my SIM card in the phone I contacted AT&T and had data blocked for the number- this way the iPhone cannot use data to carry out any automatic tasks and run up a huge bill. The iPhone can still use all of the internet features via wifi. The only slightly annoying thing is that (besides the lack of data everywhere) is that visual voicemail relies on data. Also, MMS will rely on data.