Can you change or spoof the IMEI of an unlocked GSM phone in order to use it with a SIM card that's locked to a different phone?

A SIM is not "locked to a phone" -- the phone is locked to use only SIMs for a specific network. In other Words, any SIM will work in any unlocked phone. A locked phone will work with any SIM from the network it is locked to. Changing the IMEI (which is rumoured to be possible, but I am not sure) wouldn't make any difference -- if the phone is unlocked, you can already use any SIM in it.