I guess it's because I left the States before mobiles really took off, but it wasn't until a trip back a couple of years ago that I started to understand the situation--the telcos have done a very good job of enforcing an integrated-vertical/everything-as-a-service model there.
But that's not how it works here (Stockholm). I do happen to have a subscription, basically because it's more convenient and I get a free phone every 2 years for signing up again. But it is entirely possible for you to get a late-model phone made by any of the major manufacturers and working service without talking to anyone at a telco. You can walk into just about any big electronics retailer like MediaMarkt or ElGiganten (or even some of the smaller outfits like TeknikMagasinet or Kjell&Co), buy whatever phone you like, then stop off at the Pressbyrån or 7-11 next to the T-bana station on your way home from the shop and buy a prepaid SIM for it. And I've friends who do just that.