baksiidaa is correct that hacked (jailbroken) phones with a hacked carrier unlock have problems - honestly, though, that's why there are no reasons not to purchase a legit factory unlocked iPhone, as they are widely available in Asia. They are also clearly labeled as such (at MBK, at least) as 'USA iPhone' or 'unlock iPhone', and you can also ask the seller what type of iPhone it is he is trying to sell. The price difference between a USA hacked iPhone and a factory legit (as bought from TRUE, AIS, DTAC, or imported from Hong Kong) is, in my opinion, insignificant these days - and what you are buying for the difference is the assurance that your phone will keep working.
There's a slight disingenuous bit of information in your comments, baksiidaa, labeling Apple's attitude as Gestapo tactics. It looks to me more as if Apple, when crafting and distributing updates, does not particularly care for jailbroken or carrier unlocked hacks - meaning, they are doing nothing on their end to accommodate them, or to verify that Apple's updates don't interfere with them. After all, why should they? That's a vast difference to claiming they apply themselves to actively stopping it. Jailbreaks, as far as I understand, all take advantage of exploits and security loopholes on iPhones - as such, of course Apple will plug those holes when they push out an update. This has (in my opinion) less to do with wanting to stick it to jailbreakers and unlockers, and a lot more with closing open security holes that could be exploited by individuals with more nefarious intentions. As an end user, I *want* Apple to be vigilant and close such potential exploits.
Also, I recently read some articles on how Android manufacturers are apparently starting to *close* up their phones, with new boot loaders that will only run signed ROMs, and other means to lock down their phones. Samsung's recent Tab firmwares have been found to try to prevent rooting the Tab, and I have no doubt they will expand that to their phone line, and music player. Motorola made an effort with their early Android phone (which proved ultimately futile) - nevertheless it appears that with all the talk of "open" Android manufacturers are rushing to 'close' that barn door. Again, from a security point of view I can understand that, albeit if Samsung prevents rooting, and doesn't fix their crappy implementation of Android (lag and all), they are only hurting themselves.