Fortunately, AT&T Wireless has a list of the major markets that have HSDPA service. Unfortunately, you have to go through the list by state and city name before you can actually click on a map and see if your house or office is in a zone of 3G love. My house, which has sucky AT&T service at this time, is allegedly in a 3G-happy area (blue on the screenshot). That's the good news. The bad news is that I'm right near the border of one of those orange zones, which indicate no 3G service.
My sister currently enjoys EDGE service in her home town of Richland, WA, but is anxious to get her iPhone connected with 3G service. I hate to tell her that she's not on the list.