Getting the Right Data Plan
First thing's first, you need to have a 4G data plan. To check which data plan you currently have, you can log into your account on http://www.att.com. After logging in, mouse-over the "Wireless" tab at the top and click "Add or Change Services." From here, you can scroll down and view the "Web, Text & More" section. This is what mine looks like.
Your data plan has to be a 4G Smartphone plan. If you are coming from a previous 4G phone, and you just popped in your old sim card WITHOUT calling AT&T, you should be all set and you can skip to the next section. However, if you DID call AT&T to give them your Nexus 4's IMEI, your data plan will default to "3G for Blackberry" or something similar. This is because the Nexus 4's IMEI isn't appropriated as a 4G smartphone in AT&T's system.
You have a couple options at this point. You can try to contact AT&T, explain it to them, and hope they give you a correctly provisioned data plan. This can be a quick and simple fix, and has worked for some people. However, it didn't work for me. After speaking with customer service over live chat, tech support over the phone, and going into both an authorized retailer and a corporate store, I was told that they can only provide 4G plans to AT&T branded 4G phones.
The solution to this is to give AT&T the IMEI number from one of their 4G phones. (NOTE: The only thing the IMEI does is tell them what type of phone it is, and what plans can be assigned to it. IT IS NOT LIKE A SERIAL NUMBER, AND AT&T WILL NOT CHECK TO MAKE SURE IT IS UNIQUE.) Find a friend with an AT&T 4G phone and note the IMEI number. You can quickly pull it up by typing *#06#. Then you can call AT&T customer service, tell them you have a new smartphone that you would like to get the correct data plan for, and give them the IMEI number you just copied down. (I told them I have an LG Optimus G, which isn't too far off I suppose )
Now you should have a 4G data plan.
Setting the APN
After you confirm that you have a 4G data plan, you have to set the correct APN. To get into the APN settings, go into your android settings, under "Wireless & Networks" go into More>Mobile Networks>Access Point Names. You can either select the menu button and create a New APN, or you can select the one already there and edit it to match the one below.
APN Settings: Name: AT&T HSPA+ APN: pta (NOTE: IF YOU DON'T HAVE AN LTE PLAN, CHANGE THIS TO "PHONE") Proxy: Not set Port: Not set Username: Not set Password: Not set MMSC: http://mmsc.mobile.att.net MMS Proxy: proxy.mobile.att.net MMS port: 80 (NOTE: IF MMS ISN'T WORKING, CHANGE THIS TO "8080") MCC: 310 MNC 410 Authentication type: Not set APN type: default,admin,fota,mms,supl,hipri APN protocol: IPv4/IPv6 APN roaming protocol: IPv4/IPv6 Bearer: Unspecified
This part is optional, but I see no harm in doing it. Type *#*#4636#*#* into your phone. This should open up a "Testing" settings screen. Go into Phone Information, scroll down to "Set preferred network type:" and select "LTE/GSM/CDMA auto (PRL)" from the drop-down menu. If you happen to be in an area with AT&T band 4 LTE, you will be able to connect to it. According to this thread, AT&T has band 4 LTE in the Oklahoma City area. If anyone else can confirm any other areas, maybe we can get an idea of how widespread it is.
Hopefully this has helped some people. Let me know if there are any inaccuracies or changes that should be made.