Imei doesn't need to be changed to use it on ATT; it needs to be unlocked. The only reason somebody would want to change an IMEI is because its stolen and therefore locked from being used on the carriers networks.
If att recognizes an iphone imei# that does not have an iphone data plan they will add one automatically and bill you $30 a month.
I got an old phone from a friend, cannot switch carriers for about 8 months and am not paying for data. This is the only way I can use the phone unless i pay an extra 360 a year.
For those who are wondering what an imei is it almost exactly the same thing as the mac address on your computer. The orginal mac/imei is still present despite the fact that a different one is presented to the router/tower you are connected to.