Dev Team finally made it. They created software called yellowsn0w, that unlocked iPhone 3G. Now you can use any carrier you want. I successfully unlocked my US version.It works much more stable than sim proxy method.
Please, back up everything on your iPhone before you start, just in case. Everything you do is your responsibility. I had to go through all 4 steps to make my iPhone 3G work. I used only my new sim without sim proxy.
Here are the steps:
Step 1: Restore your iPhone to version 2.2 (Not needed if you are already at 2.2 with baseband 02.28.00):