I took out my Rogers MicroSIM, and laid it next to the GoPhone SIM. Cutting was required on all four sides. There are plenty of Youtube videos that will show you exactly how to do it. I would probably recommend a MicroSIM cutter available on Ebay, but for those that don't have the patience of waiting for shipping, you can basically get it done with scissors.
The name of the game here is : apply yourself. You are better off cutting less than needed at first, and then cutting hair-thin layers until you get the exact cut that is required. I found that aligning both chips along one side of my iPhone was a good way to make sure that my cuts were ok.
Once you're done, put both MicroSIMs on top of each other and make sure they are the same size. My Rogers SIM had its corners a bit rounded off, so I did the same to the GoPhone SIM.
The next step is to change your APN settings on your phone. Open up this post in your iPhone and click on the link. You'll get an easy-to-use iPhone app that lets you choose your provider, and will create a Profile in your General settings.
I made sure my 3G data was off before I inserted the SIM. I'm pretty sure that's useless, as I've read that there's no roaming available in Canada for GoPhone SIMs, but I didn't want to risk it anyway.
Finally, I inserted the AT&T MicroSIM in the tray, put the tray back into the iPhone.
If you are within reach of an AT&T cell tower, I imagine that the AT&T network would show up on the screen. My problem is that I'm doing all this in Montreal, and I'd have to drive to probably 5 km of the border to get some kind of AT&T signal.
My experience so far is that I'm getting a SIM failure popup right after I insert the MicroSIM.
My first conclusion was that either I have a bad SIM, or I cut it wrong. I haven't ruled out the bad SIM, but the bad cutting just doesn't make sense. When you look at the contacts, it's not as if having a contact point that's half a millimeter to either side would have any effect : each contact is at least 2-3 millimeters wide.
I googled a bit on the SIM failure thing. Some people talk about rebooting, others specify putting the phone in airplane mode before rebooting, which is what I did. Once rebooted, I turned off airplane mode, and I didn't get the SIM failure message. Then again, I don't get any network showing up on the screen, and there's only one bar showing.
I guess I'll have to drive down close to the border to really see if I've got a working SIM or not. I'll probably do that within the next 10 days or so.