I don't have a data plan on my ATT Tilt (precursor to the Fuze. Most of the day I'm around wifi so I don't need their data plan. AFAIK the Bold doesn't require it if you don't mind the unsubsidized price from ATT (ouch!). If things haven't changed, the only handset ATT offers now with an absolute data plan requirement is still the iPhone. Again, the best prices are always with a data plan. Refurbs online are one way to get a better price w/o data.
Do they exist? The iPhone and Blackberry Bold are my first choices, but they both require expensive data plans. My main use for the phone will be text messaging and phone calls, but checking the Internet from time to time via Wi-Fi would be nice.