ZDNet's Apple Core blog notes that if you've hacked your iPhone, you may want to restore to defaults before bringing it into an Apple Store for service.
A colleague of O'Grady's was initially refused service for his iPhone due to a combination of 3rd party applications and an unlocked iPhone (on T-Mobile).
So while he eventually got Apple to return the iPhone (after paying the restocking fee, that is), the lesson here is to do a restore of your iPhone and re-install the factory AT&T SIM before bringing into an Apple Store for service. Thats the beauty of software-only hacks, after all!
More concerning is that initially this persons phone was refused service and blacklisted from future service, but after discussions with the mananger, this was lifted.