If you get phones from the manufacturer they're not labeled compatible with AT&T so much as that they have access to specific radio ranges and are controlled either by soft-stored codes or by a SIM card, and I'd buy the sim card from the service, and then stick it in my phone. The Sony I had for a while was compatible with both the T-Mobile and AT&T ranges, and I used a third party service that was an el-cheapo front for T-Mobile.

T-Mobile wanted me to pay extra for hot-spot use, but I got around that with software, which is like hacking the subscription seat warmers on your BMW.

Curiously, Apple phones will lock themselves (or did for a while... is it better now?) based on what service you initially connected them to, and you have to (had to, I hope) get their permission and pay fees to unlock it again.

The telecommunication companies are an oligopoly, so like a legal cartel, so they pull a lot of bullshit that we end users have to suffer. But it means I feel not a jot of guilt when I hack the hell out of it to extract services I didn't pay for, since it's all a grift anyway.