My invoice doesen't even mention AT&T.
It isn't required for the invoice to mention at&t. For an iPhone sold in the U.S., the back of the box includes an at&t logo, and the following is included with the listed requirements - as the first requirement listed.
+Minimum new two-year wireless service plan with AT&T required to activate all iPhone features, including iPod features.+
Below the requirements is some other information regarding at&t.
Without the operating system and firmware, the hardware does not run. There is a license agreement for the operating system and firmware that runs the iPhone.
I believe they should replace it because it's a hardware problem and was not caused by the unlocking or usage.
For the speaker going out, probably, but the same cannot be said for any and all problems which could be caused by hacking/unlocking an iPhone.
Did you revirginize your iPhone with the current firmware version - which is 1.1.4, or with an earlier version?
I assume it is possible to unlock an iPhone running 1.1.4 since if your iPhone is exchanged under warranty, the new or refurbished iPhone will probably have 1.1.4 installed.