I have cingular as well and have used my Sony Er. Z520 with GPRS as well as my Sony WI600 on EDGE. I can also connect to GPRS on my old Nokia 6230. Not to mention GSM on all phones.
I would re-check the settings from the ground up, starting with the phone. I don't know about t-mobile but cingular changes the proxy from time to time without any notice causing connection problems.