I'm running AT&T also. Got my update about 4-5 days ago. If your phone is a locked model from AT&T it shouldn't be that long now.
If you go to Settings > Check for Updates and click that, it only actually scans one time a day. You have to wait 24 hours before it will actually do a scan. At least, thats how it works on AT&T. You have to remember that these carriers have MILLIONS of subscribers, so the updates are distributed in waves. Otherwise their servers would go into meltdown. When you get it depends on where you stand in line. Some of my previous updates came on the first day... others came a week or so later. Luck of the draw.