I used to have AT&T, now I have T-Mobile. The reasons I switched are:

AT&T charged me for $72 worth of calls I didn't make, and wouldn't credit them back even though their own records show they took place 1,200 miles from where the phone was ten minutes earlier.

T-Mobile international roaming is 99¢; AT&T charges $1.29 unless you pay them $5.99 per month, in which case it's 99¢ (and if you have the service turned on for one day in a billing period, it's still $5.99).

T-MobileWeb (unlimited surfing, including Gmail) is $5.99 per month; AT&T charges by the bit.

If both carriers have adequate coverage in your area, I can't think of a single reason why you should go with AT&T. As of this writing, if you sign up for T-Mobile service with Wirefly, you can get a $400 quad-band Wing PPC for free! Click here.