I can confirm this as well. I actually screwed up when i got my phone and put in my old sim instead of using the one it shipped with. By doing that, it kept my old data plan on the account. My data speeds using that plan weren't only slower but the Ping time was significantly slower. As soon as I called customer service (they had to update their billing records to allow me to switch to the 4S plan), my data and ping speeds were superb. Everyone on AT&T with a 4S should make sure they're on the right plan.
EDIT: Just so everyone understands, the 4S plan is an HSPA+ plan while the normal data plans are HSPA plans (that's the reason for the increased speed).