Here in Norway, and probably in most other parts of Europe, you can buy unlocked version of all phones, be it HTC, Samsung, iPhone (sold unlocked directly from http://apple.no).
I did. Because by the time that I want to switch carriers, I'll be ready for a new phone anyhow. I might as well take the discount on the phone. If I don't take the discount, I still pay the same rates monthly anyhow.
T-mobile gives you a $20/month discount. I agree that it doesn't make sense with the other carriers. An important issue is that the carriers operate on different bands so your phone is still tied to a specific carrier (if you want 3G to work).
Just as a note to people wanting to buy an unlocked Android phone: I'm not entirely sure, but AFAIK you still can't put a custom rom on those machines without going through some hoops. You'll have to root your HTC Desire first (even though you bought it unlocked). That differs from e.g. the Nexus One, which you are able to setup with a custom bootrom without having to hack your phone.
That phone only has 3G on the 900 and 2100 bands, meaning that it will not be compatible with either AT&T's or T-Mobile 3G networks in the US. While HTC Desires with AT&T compatible 3G exist, you would have to drive to Canada to buy one: http://www.telusmobility.com/en/ON/htc_desire/index.shtml
