There is no subsidy on SKY+.
You can walk into any UK dealer and some high street stores and buy it for £199 (ish). The phone requirment is part of the SKY+ contract and should only apply if the SKY+ is installed by SKY or one of it's agents and it serves no tecnical purpose except for a means to allow "active" services.
However the SKY+ service is tied into the SKY account and carried on a SKY smartcard and would need to be activated via a phone call to SKY and upgrading or creating an account to handle payment for the service and any subscription channels.
These factors are what make having SKY+ difficult for those outside the region SKY can legally operate.
I'm also in Munich and looking at upgrading to Sky+, if it's possible (I have the same concerns as you over the phone connection). I'd be interested in knowing if you went ahead, and how you got on.
I've heard that if you buy a new box you can use your existing Sky card, but you need to phone sky up to get them to tie the card to the new box (I would do this from a UK mobile number, not a german number), but do you need to have the box connected to the phone line at the time? I've had my sky subscription more than 12 months, so I'm no longer required to have my existing box connected to the phone line.