I have a similar situation. In three years with an iPhone on TMobile I had data usage of around 60MB a month with 100MB on the high side.

After 5 days on AT&T I am over 70MB. My wife has already doubled her monthly usage...

What is this iPhone doing with AT&T that wasn't happening on TMobile?

I mostly use Google mobilized sites which are made light bandwidth for mobile devices, GMail web app, and Google reader.