What Sony Ericsson model do you want to use?
First, I recommend you just call up a US Cellular store and see what they say. Obviously, take anything they say with a grain of salt....my next recommendation is for you to check out The Howard Forums, which is a massive cellphone forum with
wealths of information posted by people that are much more knowledgeable than me.
http://www.howardforums.com/
They have a forum for US Cellular and for Sony Ericsson phones. The folks there are friendly and will help you out, however you'd be advised to use the built-in-forum search feature first to make sure that you're not missing an obvious sticky thread.
Finally, not all phones can be unlocked. You might need to purchase a data cable for your phone and flash some firmware or software to it. Doing so will void any manufacturer warranty. There are places online that you can buy pre-unlocked cell phones, but expect to pay an additional price. In fact, the price of an unlocked phone is outrageous. But that's just my observation.
Anyway...good luck on your quest, your cellphone is an essential piece of your daily life. It's always good to go with what you want and not settle for less, I'm happy I spent a few months researching my LG enV....