I don't know why you think it would be unethical or sleezy. Maybe you can say more about that so people could address your concerns directly. To measure that, consider if you are intentionally breaking the rules of the service, lying to anyone about how you are using the service, and being deceptive in some other way. If you are using multiple services, I don't think you have anything to hide.
Consider the Perl community, which is the one I deal with. Several projects are hosted on one of the source control services, such as SourceForge, Google Code, or Github. The main distribution for most Perl stuff is CPAN, though. Other people may distribute through Freshmeat or some other service. The main issue tracker comes from Best Practical, which hosts a free RT for every Perl module on CPAN. Most of the people I know use the best from more than one service. Indeed, the Web 2.0 way is to create applications by cobbling together services from multiple vendors. :)
You should also think about the social construction of these free sites. Places like SourceForge and Github give out free accounts, but they also sell services. They get the buzz through the free stuff that allows them to sell the premium services. I don't see anything wrong with that. If you're using the free services, just realize that in return for your free use, they get to use you as free tester, advertiser, and so on. Again, I don't see anything wrong with that. It's just part of the deal. You aren't just taking from them, you are also giving to them. There's an exchange between consenting parties.
What would be unethical, I think, is any service that forbids you to use another service or intentionally sets up a situation which would make it hard for you to use another service by not being compatible with common tools or not giving you access to your data (e.g. somehow disallowing git-svn, and so on).