It looks like version 0.9 of ultrasn0w fixed up the vast majority of any problems people were seeing with the 3G/3GS carrier unlock. But here’s a brief list of fixes for anyone still seeing problems:
Unusual battery depletion is almost always caused by people choosing to “Restore from backup” instead of “Setup as new iPhone” when iTunes asks you.
This isn’t caused by either the jailbreak or the unlock, but it’s a common 3.0 snafu. The fix is to just re-run the official 3.0 restore and choose “Setup as new” this time. Your music and apps and all that will still be synced, but you’ll get rid of any conflicting wifi, bluetooth, or carrier settings. Then just re-run redsn0w and install ultrasn0w.
It looks like version 0.9 of ultrasn0w fixed up the vast majority of any problems people were seeing with the 3G/3GS carrier unlock. But here’s a brief list of fixes for anyone still seeing problems:

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T-Mobile in the USA doesn’t use the 3G frequencies that the iPhones support, so turn off 3G in Settings->General->Network. (Some T-Mobile territories gracefully hand down to Edge mode, but most do not).
Certain unofficial plans have limitations on whether you can make calls and use data at the same time. That’s not unlock-related.
Some people have installed previous versions of ultrasn0w using non-standard techniques. While the ultrasn0w 0.9 update should have removed all previous versions of ultrasn0w, these users may have outsmarted our removal. So make sure you don’t still see /usr/bin/ultrasn0w present if you’re at ultrasn0w 0.9 (which doesn’t have such a binary anymore).
If you don’t need or plan to update to ultrasn0w 0.9 from a previous version, you can avoid having that red badge over Cydia by removing repo666 as a Cydia source. Don’t worry, you can always add it back later :) If you follow us on twitter you’ll be advised of any new updates anyway.