Most carriers require you to pay off all outstanding finance on the phone before they will unlock it and let you switch to another carrier
Its like trying to sell your car if you already owe finance on it - you can't as you don't have the Title!
The big carriers usually have incentives running where they will pay you upto $650 to switch to them (depending on which plan and what phone you have). Generally they pay this back to in the form of bill credits over a period of a few months
If you are looking to keep your phone and switch carriers, here's a starting point of the search for carriers that will let you bring your own phone (once youv'e paid all the finance off!)
Remember to check using our search what type of phone you have (which carrier) and that your chosen new carrier accepts that type of phone - not all phones will work on every network