It is. I believe it's Settings - General - Network.

Yeah, you should definitely check the coverage map before purchasing. On the data side, only 10% of the country is covered by ATT's HSDPA. EVDO currently has far more coverage. I'm sure ATT will expand pretty quickly, though. T-Mobile, OTH, is way behind.

Given my limited needs outside of my area, I'm curious to see what happens with WiMAX and what types of devices will come out of it. But that's pretty far down the road. It won't even be release until the end of the year, and I'm sure it'll take a while for manufacturers to catch up.