One (important) thing that wasn’t mentioned in all of the Sony Ericsson literature about unlocking the bootloader is that it is a one-way process. Once you’ve unlocked your bootloader, there’s no way to reverse the procedure.
What this means in practical terms is that you won’t be able to connect to the Sony Ericsson Update Service (SEUS) to update to the latest official firmware. This is because the DRM keys get wiped in the unlocking process. Instead, you’ll have to use the FlashTool once new firmware comes along. So make sure you’re aware of this sacrifice before unlocking your bootloader.