New to cell phones in USA.

Hi. I'm from Malaysia and would like to know how stuffs works over in the USA. I'll be going over there for study for about 2 years and am planning to get a cell phone from AT&T.

So far, what I know is that AT&T has the "Cell Phone Plans" and "Prepaid GoPhone". I'm planning to opt for the "Prepaid GoPhone" as I don't really call or text very much. From what I see in AT&T website, I'll need to sign up for one of their plans and I'll be able to buy cell phones from AT&T. The phones that comes with the plan are either free or at a cheaper rate if compared to the actual price of the cell phone. For "Prepaid GoPhones", there is not contract(am I right?)

1. Is the phone mine after I purchase it or do I need to return the phone to AT&T if I were to stop using their service?

2. I've read somewhere on the net that some phones are locked by the telco companies. So will I be having problems if I decided to used the phone in my country, Malaysia?

If anyone has anything to add, feel free to drop your thoughts. It'll help me understand better how cell phone plans works in USA.