Here is the ultimate "how to" to get an unlocked iPhone in Switzerland
Go and buy a new iPhone 3GS in any Apple shop or at any Orange retailer. It is important that Orange is delivering the phone. Phones from Swisscom Mobile will not work. I got mines from Ingenodata in Basel for 999.- CHF (32GB iPhone 3GS model). This is the "full price" model which comes without any contract. (Orange told me full price was 1299.- but who cares. Your price might vary).
Take your purchase invoice and scan it in and e-mail it to email@example.com with the comment that you would like your full price iPhone to be unlocked. You should include the IMEI number and Serial number of your phone. You can find it at the back of the box. In my case I never got an answer from Orange that way (even I was promised Instant answer) but they need some proof you paid full price at some point.
Call 0800 700 700, the hotline of Orange and go through the too many menus to mobile phones and customer care. Ask them to unlock your iPhone which you purchased at full price. They might ask you to do what you did in Step 2. Be aware that depending on which person you end up talking to, the answer can be "send in the papers", "give me your IMEI and I activate it", "I'll pass it to the backoffice, they call you back" or "I have no clue, let me ask my collegue". But they all know that it is possible. And if they know how to do it, they can doit very quick.
If you end up on a friendly guy answering with "give me your IMEI and I'll enter it" then be sure your iPhone is connected via USB. Give him your IMEI, let him type it into the computer and once he has done that, launch iTunes. iTunes will ask the Apple activation server and should get the unlock code immediately. You get a message saying something like "Congratulation your phone is now unlocked". Don't believe the employees if they say it takes 2-3 days to be activated. It takes 2-3 days to get someone from Orange to enter the IMEI into the system but once its at Apple's server, its instant.
I've done that with 3 iPhone 3GS I bought this friday morning and even though it took me various calls (mainly because I was in a hurry as I was planning on traveling outside of country the next morning), it was an easy going process.
Note: even though I am a Swisscom Mobile customer since 1994 and I paid my previous iPhone 3G at full price, Swisscom does not want to unlock. This also means that if you buy iPhones from Swisscom, they wont unlock and you're stuck to be Swisscom customer and you can not put a foreign SIM card into the phone if you travel abroad (#1 reason for me to only buy unlocked iPhones). In my eyes this is illegal but I leave it to someone else to go to court for it.
I can only say, Thank you Orange for having this fair option, even though I'm not your subscription customer.