I got my Nexus 4 from O2 today. They were adamant in-store that it was locked to O2 but I made them put my Vodafone sim in it - and it worked, much to my joy ha. I paid ?399.99 plus ?10 for a pay as you go sim, I'm guessing this is common practice when buying from their high street stores. I didn't question it at the time though, so maybe I didn't have to pay that. Also, with O2 its a 24 month warranty and it can be returned to any O2 store - not sure what the arrangement is with the warranty straight from the big G.
Like most on here I missed out on getting one from the Play store on Tuesday, but I couldn't be arsed waiting for the next batch of stock which for all we know could be a couple of weeks off. Forking out the extra cash is a bit of a downer, but I sold my 4S for ?340 so that softens the blow a fair bit.
I'm pretty darn happy with it so far!