Earlier quoted context omitted.
An unlocked GSM Nexus S or Galaxy Nexus is really the only way to go.
I was somehow under the (mistaken?) impression that the unlocked Galaxy Nexus would not work on AT&T or at least not work on AT&T 3G. A bit of research suggests this is not the case.
The Nexus S comes in two GSM versions, one that would only do 3G on T-Mobile's AWS band, and one come in a version that would do 3G on AT&T's 3G band. The AT&T model would only do EDGE on T-Mobile, and vice-versa. I think the AT&T version is only sold at Best Buy:
http://www.bestbuy.com/site/null/Google-Nexus-S/pcmcat224600...
The GSM Galaxy Nexus has a pentaband radio and so you'll get 3G on T-Mobile or AT&T all on the same model.