It will vary on the phone if you are talking about the literal phone that you hold in your hand. If you are talking about a phone number, you can switch it to any carrier that you choose. You will just have to have them transfer the phone number.
Yes you can
i had a T-Mobile ''Motorola Razr''
i Took it to the ''Cingular'' store and they said they could change it.
but the total payment to change it was about $70 USD
i suggest buying another phone unless you really like the one you have