I was lucky enough to get one of the new unlocked Android developer phones from a friend at Google to keep me occupied. There are pictures here:
I'm an AT&T Wireless customer. I wandered into the store to ask if there were problems, and was told they didn't know. (I added the unlimited data plan for US$15/month while I was there, being ever so hopeful.) A quick Google about and I came across a post that pointed out the following settings (for AT&T and many more mobile operators):
Proxy: leave blank
Port: leave blank
Server: leave blank
MMS Proxy: wireless.cingular.com
MMS Port: 80
MNC:410 (note. this could also be 310, 41 or 15)
APN Type: leave blank
Create the access point name (APN) from the Settings App->Wireless Controls->Mobile Networks->Access Point Names (hit the Menu button to bring up "New APN"). I selected the newly created AT&T APN and I was up and running.
Everything seems to work so far. Calls, SMS, MMS in/out all work. Need to spend a bit more time with the apps. The stock apps for Gmail and browsing and messaging seem fine. I'm learning to hit the Menu button when stymied about what to do next and it's not obvious. That typically brings up the options for which you were looking. I've loaded Twidroid from the Android App Store along with a few other tools (because everyone needs a command-line window and a telnet client on their phone).
The only thing proving really onerous is Google assumes I have my contacts on GMail and won't read anything from the SIM apparently. The synchronization between my old mobile phone (a Motorola Razr) and my desktop (a Mac PowerBook G4) is horrendously bad. So I'm needing to hand rationalize a lot of phone numbers. Tedious, but an opportunity to clean out the list. I'm going to go fix that problem more broadly soon regardless.
Now to download the Android SDK.