What to do?

I don't think switching the sim will cause you a problem with your data plan, but upgrading to the iPhone 4 might. Even though it is technically compatible, I don't know if they'll let you keep your Blackberry data when upgrading. Unless you're buying the phone at full cost, I think you might be out of luck here.

However, if I'm wrong and you're able to you keep your current data plan, they do have adapters which turn a micro sim into a regular sim http://www.engadget.com/2010/06/04/cut-my-sim-does-as-its-name-commands/. Sure, it sucks that you would even have to carry that adapter, but it beats carrying two sim cards and constantly calling AT&T every time you want to switch your phone. If you do get to keep your plan, switching the sim shouldn't cause a problem with your data plan. I switch my sim card pretty frequently between my iPhone and a Motorola KRZR (which I bought as a throw away phone to take to Six Flags (it sucks )) and it has never caused my plan to erase itself.