So I got to Mexico and my 3G connection did not work, so I repeated the European steps and called Cingular Tech Support to complain that something was wrong with my 3G card in Mexico.
Since neither the 2g or 3g lights turned on and this was working in Boston and Washington, it must have been some configuration issue on Cingular's side.
I explained to the tech guy my situation, and he walked me through the usual "connection manager", "try a different setting", "eject your card", and so forth and I pretended to do the Windows steps with the equivalent Linux command as far as I could.
My goal in this call was to avoid saying that I was using Linux, I feared they would just say "Sorry, we dont support that" and hang up.
There was the dangerous "What does the connection manager say?", to which I replied "Mhm, no network". And "What version of it you have?" to which I replied "Well, I use the equivalent, its called yast".
But then the fatal, "Which version of Windows is this?" to which I had to say "Linux".
Contrary to what I expected, he said "Can you configure the AT commands or enter them?", I said I could, I launched minicom and he walked me through the process of configuring the Sierra card (probing for providers, selecting the provider, reseting the card).
He determined during the call that there was a setup problem with Mexico's provider, he was able to patch that stuff on their end and got me going with a 2g connection after a little while.
Many thanks to Mr Robinson in tech support over at at&t