AnySim is an unlock solution for 1.0.2 and 1.1.1 iPhones only.
Now if you have a first generation iPhone, all you need to do is download the 2.0.1 firmware, and use WinPwn to Jailbreak it and unlock it. [Tutorials at
www.iClarified.com]
If you will be getting an iPhone 3G - that's a different story. You need to download its 2.0.1 firmware, and us WinPwn ONLY to Jailbreak it. The Dev Team are working on a software unlock method, but at the moment the only available solution is to use a Hardware method [to use TurboSIM / Yessim]
Now these are very unstable, and require you to have a broad knowledge in iPhones. I have an iPhone 3G and I unlocked it using TurboSIM. Took me 3 days - but now its working fine.