Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
AT&T app, or your wireless carrier's website = What AT&T/your carrier thinks you've used.

Settings -> General -> Usage -> Cellular Usage = What the phone itself measures in terms of data usage.
 
I'm from Spain and the the app of my carrier sucks. I can go to the website and check it there but it's a pain.
I was looking for a third party app.

Thanks for the answers!
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.