When I first started using my iPhone I was having some major problems with getting consistent cell reception, I ended up having to send it back to Apple for repairs, but there are a few things you can try before that.
Reset Network Settings: Go to Settings -> General -> Reset -> Reset Network Settings (Confirm prompts to reset). Turn Airplane Mode on and then off: Settings -> Turn Airplane Mode on -> Turn Airplane Mode off. Restoring the iPhone: Open iTunes with your iPhone connected and hit Restore (mainly if you’re having problems with a jailbroken iPhone). Eject your SIM card: Eject the SIM card using a paperclip and then reinsert the card (the idea is that the card isn’t making proper contact).
Add some tape: Eject your SIM card and remove it from the tray, next add a small piece of scotch tape to the tray (under where you place the SIM card), reinsert the SIM card in the tray and load it into the phone. Again, the idea is this forces it to make a better connection.
Swap your SIM card: You might just have a bad SIM card, swing by AT&T and have them swap it out for a new one.
And if all that fails, it’s time for a call to Apple iPhone Support @ 1-800-MY-IPHONE (1-800-694-7466).
