I am on my 3rd 3G capable phone (samsung blackjack, iphone 3, rim bold) and they always cycle through GPRS -> EDGE -> 3G -> EDGE -> GPRS. I have contacted customer service numerous times and replaced both sim card and phones with no improvement. A full bar doesnt mean anything because it can switch to 1 bar GPRS at no time while I am staying still. This means their network sucks. No matter what AT&T advertises, whether they have the fastest or the largest network, everything they say is theoretical and misleading. I have been with AT&T for over 10 years and I am looking forward to Verizon wireless when my contract expires.
A "full bar" is barely enough signal to be usable. It sounds to me like you live in a poor signal area for AT&T. I'm sorry, but It happens. AT&T can't possibly cover every square inch of America with indoor coverage. No carrier can or will.