For an iPhone it will need to be done by the manufacturer. You can get this done in the market as the above post says, but as soon as you want to upgrade to the newest IOS then it will lock again.
Best way is to contact your current service provider and they can do it for you.
I just got an iPhone 6 unlocked by EE for £8.99 (a lot cheaper than the bloke on the market actually!) took about 4 or 5 days to come through and was very easy to do.
There are many tariffs and providers in Aus. I used Optus, only because the shop was right in front of me as I walked out of the arrivals hall at Brisbane airport. The prepay package is pretty good and if you are a heavy data user then you can get 500MB per day for $2 a day, plus free calls and texts. I think that's pretty good, but there's a lot out there so shop around.