I believe you won't be able to grab any Over the Air updates that AT&T pushes out.
I wouldn't even worry about this though. When an OTA update is released, someone in the development community on XDA will make it available for download and installation (similar to the way you installed Froyo on the phone). I don't think much of the OTA updates either. After seeing the stories about guys downloading the 2.1 update over the air, having the update fail, and truly bricking their phones...I'll pass. I'm much more comfortable with flashing my phone through ClockworkMod Recovery or Odin where there's no data download interruption.