Except the time my iPhone went into Chinese-language panic mode and started warning me that something completely arcane was happening and would only shut down after I took out the SIM.
There's a removable SIM caddy at the top that can be popped open with a paperclip or a key included in the iPhone 3G packaging. It's the battery that can't be easily removed.
PS: No, the phone has never been jailbroken.