I've had the AT&T version since the week it came out, and I've also never been able to get it to update OTA. I'm still on software version 1.75, but I believe it should be on 1.85 by now... Every time I go to check for updates, it just says "Unfortunately, HtcDm has stopped."
FWIW, I called HTC last night and the person I spoke to told me that updating manually really shouldn't wipe your phone, they just tell you that as a CYA in case something happens.
I really want this update, so I'm gonna go ahead and try to update manually tonight when I get home, unless anyone has any better suggestions...
I tried to download the update to my laptop last night but it timed out after about 5 hours!!!! Trying to download it again today while I'm at work... (Something definitely wrong with my computer...)