After some frustrating failed attempts, I finally figured out the APN settings to get my Milestone (Euro version) to work on AT&T's 2G EDGE, which seems plenty fast enough IMO, especially since the data plan only costs $10 or $15/mo. Here are the settings that work for me in San Francisco:
Name: AT&T
APN: wap.cingular
Proxy: leave blank
Port: leave blank
Username:WAP@CINGULARGPRS.COM
Password:CINGULAR1
Server: leave blank
MMSC: leave blank
MMS Proxy: leave blank
MMS Port: leave blank
MCC:310
MNC:410
APN Type: default
Name: AT&T
APN: wap.cingular
Proxy: leave blank
Port: leave blank
Username:WAP@CINGULARGPRS.COM
Password:CINGULAR1
Server: leave blank
MMSC: leave blank
MMS Proxy: leave blank
MMS Port: leave blank
MCC:310
MNC:410
APN Type: default