Gevey is the only end user Unlock option for the 4.10.01 Baseband. Otherwise, you'll need an Unlock provided from the iPhone's original wireless network... or to pay for an IEMI unlock (not my formal recommendation.)
The only options for the iPhone 4 that's not running baseband 01.59.00 is either a hardware unlock using an interposer or a factory/IMEI unlock. Prices are about the same, but, the interposers like the Gevey that Justin recommended, does not support all iOS and baseband models in the future as far as we know. The IMEI/factory unlock will support every iOS and every baseband that will ever be created until the iPhone 4 gets to the point that the original iPhone is now, unrecognized, obsolete and replaced with a superior iPhone generation.
Yup. But, as a little stepping stone, don't just click and buy the first one you see. Shop around, do your homework, and check out to see which seller is a trusted seller, with high feedback and sales, and has sold a decent amount of the product before buying. Also be wary of scams like the "instant unlock guaranteed" ones that run you $30+. There are no such things as instant IMEI unlocks. They take time for the person to put it on the whitelist and for the whitelist to refresh. Depending on the carrier, you can get them for as little as $5, and the wait is something like an hour to half a day max
Yes you need to be careful when you are going to purchase an IMEI Factory unlock, few friends of mine tried the "Instant Unlock for any iPhone, iOS and baseband!" and they got scammed. Personally I found a website and I have unlocked an AT&T locked iPhone 4S (mine), O2 UK carrier and a Brazilian one (Claro or Oi) I cannot remember it. The AT&T was unlocked after 4 hours, the O2 after 2 or 3 days and the Brazilian one I think 3 days as well.
They are definitely not a scam site because I recommend it to my other friends and tey unlocked their iPHones as well. You can check them if you still have your iPhone locked (Ultrasnow.EU).