My experience
I'm on Rogers Canada - a network with 850/1900 MHz EDGE, and 850/1900 MHz UMTS/HSPA. Obviously I am stuck on 2G with the Venue Pro, but that's okay for now.
I ordered the above-listed products from Rebel SIM last week. I used an exacto-knife to cut a notch in the plastic end of my SIM card where the Rebel chip sticks up. Then I tried the whole thing with firmware v1.2 which comes pre-programmed on the phone, but I got an "Invalid SIM" message.
I programmed the Rebel SIM with firmware v1, and it has unlocked my Venue Pro. Now I can send/receive calls, texts, and data. I used the APN settings APN: internet.com , username: wapuser1 , password: wap . As soon as I enabled data roaming, a little "E" popped up beside my signal bars. Now I have cellular data.
(EDIT: I had to switch the Rebel to beta firmware v1.3 after getting kicked off the network 18 hours later)
I'm not going to bother bugging T-mobile and Dell for an unlock code, like so many others have. Do you know why? Just look at the Dell Streak for AT&T - there are no unlock codes, and only one user (ONE!) was able to get it by talking to a string of different managers and escalating the problem through a lucky combination of people. Dell went on to sell the Streak through other global carriers and those people have been able to get unlock codes... but as far as I can tell, the only solution available for the AT&T-locked Dell Streak is Rebel SIM II. That, plus a mail-in service the same company has just started... basically they've found a way to crack the unlock code over USB.
I predict the same thing will happen with the Venue Pro. The European devices will eventually get unlock codes, either through their carriers or through third-party sites. But those of us who bought the first batch from Dell.com will be stuck with the Rebel SIM... until somebody finds a way to hack the Venue Pro into giving up its own unlock code directly.
Meantime, we can hope that the Euro-made DVP comes with some useful new software bits that we can extract as XAP files and sideload onto our devices... like an Auto Device Config (ADC) and/or MMS settings app. I can live without MMS until then.
Don't get me wrong - I think Dell's behaviour is totally wrong here. But they're a tough nut to crack, and plenty of Dell Streak users have come before us and faced the same disappointments. We're lucky the Rebel SIM works.