AT&T does definitely block apps that would normally show up in Android Marketplace. I have been successful turning the phone to Airplane mode, then turning on WiFi to attach to my home wireless network. Then when I go to Android Marketplace, I have more apps available.
Nope. Have to hop on Wifi to get around these AT&T imposed blocks. I hadn't heard the airplane mode trick before, though. Mostly, I've heard "Pull your SIM card and reboot your phone, then go on Wifi."