It's not easy, nor does it make financial sense. Only one 'major' carrier (T-Mobile, at less than 10% of the market) offers a discount on monthly contracts when you decline the subsidized phone. On AT&T, Sprint, or Verizon, you are throwing away a $300-400 discount that you're paying for anyway.

Only very recently, with Google's $300 Nexus 4 and improving prepaid GSM data plans has it even been feasible to avoid the lock-in when shopping for a smartphone.

Europe, Asia, and the developing world are far ahead of the US in terms of wireless competition.

Funny, it's extremely easy to do outside of US. I can walk into most cell companies up here get a 3 year contract with a new phone, pay some fee ($10-75 or so depending on the carrier) and walk out with a fully unlocked phone on a 3 year contract.