I'm from NZ and wanted phone and data while I'm in the US for a few weeks. I was sold a $14 phone in Wal Mart rather than buying a sim card because the sales agent told me the SIM was more expensive so better to buy the phone and throw it away. I suspect that was a mistake.
When I put the SIM into my LG P990 the phone and text messaging both worked fine, but data was no go. Searching on google for internet settings and IP settings only turned up old posts for old phones with settings that didn't work. I wasted a couple of hours searching before I figured out "APN Android AT&T" is the correct search term.