AT&T has HSPA+ on 850MHz and 1900MHz, T-Mobile uses 1700MHz and 1900MHz, so the building penetration is significantly worse. However, due to the failed AT&T acquisition, T-Mobile phones can now roam on AT&T's 850MHz 3G spectrum, so most of the coverage issues indoors should disappear soon if they haven't already.
I didn't realize the frequencies were so dramatically different. If I remember my basic electronics, that's double the wavelength for the AT&T signals and that makes complete sense. Thanks.
