You can get data on mytouch with att though it will not be as fast coz mytouch does not work on the same frequency as att's 3G network. I have att and mytouch and the load time is not very different for 3gs iphone and mytouch.
To access data on mytouch with att you need to put in the APN settings manually.
settings->wireless control->mobile networks->Access Point Names->Add new
Name: AT&T
APN: wap.cingular
Username:
wap@cingulargprs.com
Password: cingular1
MMSC:
http://mmsc.cingular.com
MMS Proxy: wireless.cingular.com
MMS port: 80
MCC: 310
MNC: 410