AT&T's support web site should have the settings (select a Windows Mobile phone like the Tilt or 8125 to see the proper settings.

Your data connection setting depends on which data plan you have-- Media Net, iPhone data plan, PDA Plan, for example. The Media Net settings will usually work for either account though.

APN: wap.cingular
try without the username and password and see if it works. AT&T seems to be dropping it, esp. with the iPhone data plan login. If it doesn't work, then use:
username: WAP@CINGULARGPRS.COM
password: CINGULAR1

MMS:

server name: (whatever you like)
gateway: wireless.cingular.com, port 80
server address: www.mmsc.cingular.com
IP (I think) 66.209.11.61