I am experiencing the same problem as ItsaRaid is. It isn't an AT&T issue but rather a device issue. Mine started after upgrading the OS to .423... I have to manually get wi-fi to work regardless how the device is set up for (automatic or otherwise). That is true for wi-fi at my own home as well...
Be who you are and say what you feel, because those who mind don't matter and those who matter don't mind ~ Dr. Seuss