dlweston

I also use a cooked ROM from XDA. I start this with my 8525. It was such an improvement over the stock ROM the 8525 came with. When I bought my Fuze, I spent about 20 minutes testing it before I installed Hard-SPL and the cooked ROM I had selected. I personally use NATF's ROMs, but there are many flavors to choose from. I just downloaded NATF's version 4.4 ROM and will be installing it tomorrow.

As radimus pointed out, you only need SIM Unlock if you want to switch providers. I have read that AT&T will give you an unlock code if you tell them you are going overseas, but I have never tried it. Besides Hard-SPL and SIM Unlock, you can also look into Security Unlocking your phone. This will let you run a radio from some other devices such as the Diamond, Blackstone, Xperia and the Quartz. Oh and the Fuze and other Touch Pro devices are refered to as the Raphael on XDA.

Most cooked ROMs do not include the radio, so it stays the same as before the flash. That way you can select the radio ROM you want. I personally have not SIM Unlocked or Security Unlocked my Fuze. I only use Touch Pro (Raphael) radios on the AT&T network. My Fuze came with 1.02.25.32. I noticed people having better luck with the onboard GPS were using 1.02.25.28, so I flashed to 1.02.25.28. I did start having better luck with the GPS after that change. With these newer ROMs some are suggesting a move to the latest 1.11.25.01 Rapheal radio. I plan on moving to this radio after loading the newest NATF ROM.

Edit: I noticed a few errors in my post and corrected them.