Call AT&T .. I purchased mine from BestBuy .. found I had NO data connectivity at all, this was coming from a Atrix 2. After calling AT&T about it, got ahold of a very knowledgable rep, told me that what BestBuy doesn't know and does not do .. there are now NEW data packages out there for the LTE phone specifically.
Now I know .. here we go again .. another data package. Well, I'll be the first to tell you, I'm Gold Club (meaning grandfathered from Unlimited Data from iPhone) .. they transfered it when I switched to my first Android .. and again, same rules apply, I have UNLIMITED DATA for LTE.
So, gave him my IMEI, modified my account to the LTE Data .. told me to power on phone, within 5 seconds of it fully coming on .. he forced a signal through to it the restart one more time .. since then, I now have data connectivity .. did not have to ADD any additional APNS in order to get my phone working .. text, mms, internet .. everything work flawless.
So .. before you go jumping the gun and adding APNs (which really does not work) .. call AT&T.