Changing sim in a factory unlocked iPhone- connect to iTunes?

Can someone please confrim as I am getting mixed messages from Apple and other users.  I have bought a factory unlocked iPhone 4 from the online apple store (Canada) and activated it with my Canadian (Telus) micro sim by connecting it to iTunes.  Works fine. When I travel to another country and get a new sim will I have to connect iTunes again to activate the iPhone with a new sim (eg. AT&T or T-mobile)?   Some say that I need to only activate once and then I am free to pop in any micro sim (Canadian or Foreign) without going through iTunes prompt again.  Others tell me that i will have to bring  my computer with me to connect with iTunes to activate the new sim.  Also I was told by apple that i can't stick a new AT&T sim in in iPhone 4  to activate the phone while in canada because I need an active carrier signal. I will have to activate in the US. Is this true?
You folks with unlocked iPhone 4 s please chime in and tell me your experience. Your help is gratefully appreciated.
Cheers!
ian

The problem is sloved. Turns out that Apple sent me a replacment iPhone 4 that was only unlocked to Canadian carriers.  The iPhone 4 you buy on the apple.ca online store comes world wide unlocked.  At first they were trying to tell me that the apple online phones are only unlocked to Canandian carriers but this was confrimed with sales that no they are world wide unlocked.  Apple updated my profile for the iPhone4 and now I can stick any sim (Rogers, Telus, Bell, A&T, T-mobile) into the iPhone 4 and there is NO prompt to connect to iTunes.   Also confirmed that you do not need to be near an AT&T carrier signal to have the iPhone activate.  I was in Canada and stuck in an AT&T sim and it found Rogers on roaming and it was fine.

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