Well any CDMA phone is not going to work on AT&T, so you want GSM phones. In the US that means that it's either get a phone that was released on AT&T, or get an unlocked T-Mobile android. T-Mobile androids will not get 3G on AT&T, the Nexus is really your best bet for many reasons. It's the developer phone, and it's Google's phone, so it gets extra attention.
Check out the HTC Aria, it's on AT&T and its cheap. Not sure how much developer and cook backing it gets though.
The G1 and MyTouch phones still get a lot of backing too from developers and cooks, but those wont get 3G on AT&T.