You can get an unlock code on ebay or other internet sites ranging from $1 to $15 or so. I've done it twice (last one cost $1.36 on ebay for an LG Nitro HD...the other was $7.95 for a Motorola Atrix 4G). It takes a few minutes to receive the code via email and only involves inserting the new SIM and typing a few numbers into your phone.
Also check the Google Play Store - I got a totally FREE unlocking app for a Samsung Galaxy S (first generation). Took a few seconds to download (over wifi) and a couple of minutes to run, then insert the new SIM and you're done.
I received a micro-sim from Claro when I had a Motorola Droid Razr...no cutting involved. May need to go to one of the corporate stores for that though.
You will only get "edge" data speeds on Claro with a T-mobile phone....not 3G...for that you will need to use Orange service. (Claro uses the same frequency as AT&T for 3G, Orange uses the same as T-Mobile...thanks to AZB for this info!)
So if you're planning to bring a smartphone and use a data plan, remember:
Claro - best to use At&T
Orange - best to use T-Mobile
If you only intend to use data over wi-fi, it makes no difference.
As for Iphones...I don't think unlocking is as simple, many cell stores can do it, but BE CAREFUL which you choose because if they mess up the procedure they can disable (brick) your phone!