CDMA phones are not really technically locked like GSM phones can be. The way those carriers handle those phones is to simply refuse to activate a device not sold through them. So while your Sprint iphone could be up and running on verizon without any changes to the phone. Verizon refuses to allow any Sprint MEID's on their network. And vice versa.
If you wanted to take a sprint phone and move it to cricket or metro pcs, those carriers will often activate phones from other carriers on their network. I do believe though that while they used to now Apple has forced Cricket to agree not to activate iphones from other carriers as it as cutting down on iPhone users purchasing new iphones and digging into Apple's profit.
I understand that Sprint will not factory unlock your iphone's GSM portion to use on tmobile or ATT. This is probably to keep the phone in a state where it can only be used for sprint revenue. Given the insanely terrible iphone contract Sprint signed I cannot imagine them ever relenting on that.
Your best bet is probably to sell off the 4s, and get a better phone. You would probably come out money ahead swapping to a Verizon galaxy nexus, or pitch in 50-100 and you could probably get a verizon gs3 if that's the way you want to go. However, if you are going to get a phone off contract you may as well save money. So i would look at tmobiles monthly 4g, straight talk, and the like that will run you 30-50 dollars a month for talk/txt/web