Unlocking the phone does a factory reset, right? So you won't have access to any data that your phone holds (unless you were able to export it or store on SD card).
And, if I understand things correctly, custom ROMs do not have Google Play. Well, in reality they do, but I believe Play .apk's floating around are just warez. Maybe I'm wrong on this matter, though (please correct me if I am). But if I'm right, then, legally, phones flashed with custom ROM should not have access to Google Play.
So you're certainly allowed to put whatever software you want (if you can write, build or find one, huh) on your hardware. But, at the same time, you're not welcomed to tinker with Android as provided out of box, except in a way you're allowed by vendor.
I'm not advocating hacks to get root by any means, though. They're security holes that are exploited in a lack of better ways.