None. The actual unlocking process is exactly the same whether you bought an unlocked iPhone directly from Apple, had AT&T grant an unlock request, or had a third party (ahem) request the unlock on your behalf:
From the iPhone Summary tab in iTunes 11:
1) Backup the iPhone with the "Back Up Now" button in iTunes (or perform an iCloud backup if you aren't in any hurry).
2) "Restore iPhone..." (note: NOT "Restore Backup...") which wipes the phone back to factory settings (and downloads/updates iOS to the current version in the bargain). At the end of the restore (after the reboot, when iTunes first connects to the now reset iPhone) it should display a "Congratulations, your iPhone has been unlocked." message. That's all there is to it.
3) Now "Restore Backup..." to bring back all your apps/data/settings, or skip this step to set it up again from scratch.
To test the unlock, power off the iPhone, replace the factory AT&T nano SIM card with one from T-Mobile (or cut down a larger Straight Talk, etc. SIM card to fit) and restart on the T-Mobile EDGE or Straight Talk 3G network (should see "T-Mobile", "HOME" etc. in the status bar).
If you are dealing with an unlocked AT&T iPhone, you'll still have to work around the APN issue because factory AT&T iPhones don't allow direct APN entries for data, etc. as they have a custom Settings/General/Cellular configuration page with no Cellular Data Network option. Not a huge deal as websites like unlockit.co.nz can set APN settings automatically, but you won't get MMS without an eventual jailbreak.
Edited by John.B - 1/27/13 at 1:31am