First, make sure you call AT&T and have them turn on international roaming for you. There's no charge for it, but the default is that it's off unless you ask for it. (You may be able to do this via the AT&T website, as well).
I've never done international roaming with an AT&T phone, but I do know that it was pretty expensive with my T-Mobile phone -- on the order of $.99/minute in France. (Of course, that included any long distance charges if the call was back to the U.S.)
I'm curious if the AT&T rates are any different, and even more curious about how the data works.