A couple of tips to share.
1) AT&T pushes updates to all their phones on a somewhat regular basis. These are cellular system updates that are delivered late at night when traffic on the network is lower.
If your phone is on, you will not get the update. A normal practice to adopt is to be sure to turn it off, wait ten seconds, then turn it back on.
This will trigger the system to send it.
These are designed to improve connectivity and other minor improvements.
It's an ongoing program.
2) Next are the OTA Android updates that are being discussed here.
Many people turn their phones off frequently and don't realize this situation described in number one is happening. AT&T doesn't talk about it, because it's an ongoing benefit of their genuine desire to improve.
The Android Updates go much faster and successfully if you've been receiving the system updates.
Just remember that both 1 & 2 are pushed over the air (OTA) via your 3G connection only.
Hope this helps you.
Oh, one last thought. If you Android update doesn't execute properly, don't be alarmed. Just go into settings and ask it to try again.
Remember its just a radio and subject to interference, so expect to try more than once if it fails at first. Usually the second time it goes fine.