The easiest way is to put in another carrier's SIM card before you leave home. If the card works (you will like either get to GSM or gprs, but not GPRS) it is unlocked.

When using a local prepaid SIM card, voice and SMS are easy; if you want to do Internet Browsing or E-Mail, you must make sure the carrier supports BlackBerrys and the card is provisioned for the BlackBerry Data Service.