Unlike the rest of the world, cellphones in the U.S. only work on the network for which they were originally purchased, and we have always had to buy the phones from the cellular provider. In Europe, for example, you can walk into almost any store and buy a cheap cellphone and then activate it for use on the network of your choice.
AT&T has announced that they are now taking the same approach on their GSM network in the U.S. This has apparently been an option for a while, but the company has never publicized it.
The one exception to this is the iPhone, which works only on the AT&T network. iPhone users will not be able to get their phone unlocked so it could be taken to another network.
Oddly enough, AT&T's new openness is probably due in part to the success of the iPhone. AT&T's new popularity as a cellular provider has been lifting out of last place in the U.S. cellular market, and the company probably sees this as an opportunity to bring even more customers--many of whom may not want an iPhone.