iPhone 4 Unlocking

I have an out of contract iPhone 4 that I requested an unlock through AT&T and it was approved. I followed all of the steps of the unlock and never got the your phone has been unlocked message. I want to sell this phone and as proof that it is unlocked I wanted to have a screenshot of iTunes showing that it has been unlocked. Turns out that I need a different sim from another carrier before that message will show up. Where is the best place (cheapest..) to get a SIM to place in the phone to have it unlocked, and if I buy such a SIM will it lock it down to that provider? I don't want to inadvertantly lock the phone again.