Since you usually have to manually input the GPRS settings, it actually should not matter that you don't have a data plan. The WiFi should work fine for surfing the web. I really don't recall how AT&T treats their MMS messages, if they treat them as messages (which is how I think they do it), then you may have to put in the MMS settings. If they treat them as data downloads (like Verizon does) then you're out of luck.

I'm on my second unlocked phone (HTC s710) Everything but the internet and mms worked as soon as I installed the sim card. The WiFi setup easy. It did take me a while to find AT&T's GPRS (internet) and MMS settings. Congratulations for freeing yourself from AT&T's grip. I've never used S60 before, but I can't imagine it would be different from WM 6 as far as setup.