Yep, only GSM carriers...of which Sprint isn't, so in the US it's T-Mobile or AT&T for the big players.
As for your question, I'm not quite sure what you mean...lossless isn't 250kbps, it's on average well over 400, and there's no lost information. An mp3 made from a lossless format will still be lossy, regardless of the bitrate. As for taking a 250kbps and ripping it at 256, even worse, because mp3 compression assumes full uncompressed quality, and always will make it worse.
In fact, mp3 was agreed upon by record companies as the format of choice for digital distribution/standard ripping because each time it's burned/ripped, the quality gets worse and worse. They thought that this would discourage piracy... they've been wrong before...
edit: You can unlock your iPhone yourself using Jailbreak or AnySIM, but you can't buy them unlocked as far as I know. You can buy them un-subsidized with no contract, but it's still locked to AT&T until you jailbreak and void the warranty. This is moot anyways, because during the next while, you can't even do this because the 2G is off the market, and it's not yet offered for the 3G