The bars do not reflect the data signal, only the voice signal. There are a few places around where I get 3 or 4 bars and no data signal. You can check signal strength under Settings > About phone > Network (lower -dBm is better).
For those getting 4G after a re-start, etc. If I recall correctly, the LTE phones do not update their PRL (Preferred Roaming List) the same was as 3G phones (*228 is a BAD idea on LTE phones). Doing a battery and SIM card pull and re-start forces the update, from what I have read.