Reading this whole thread, it sounds like this may only apply to some, but I will share what I've experienced.

My N9 and my wife's N9 in Chicago area on T-Mobile has been fine. A friend just bought an N9 two weeks ago on my recommendation to replace her iPhone 4GS. She experienced the issues described in this thread and it was most frustrating for her AND me.

They persisted and these solutions didn't work. She took her microSIM from her iPhone and put it in her N9. I suggested a new SIM and maybe T-Mobile to see if that would clear it up. Before doing that, she thought she'd call AT&T.

Turns out they had her SIM/number coded for an Apple phone. She told them she now had a Nokia and they did something to her account and now her internet connectivity works properly.

Don't know if that will help many people here, but just throwing it out there in case it helps even one person.