I have a Nexus One and have set up the APN following the advice here and other places, as follows:
O2 UK Postpay/ APN: wap.o2.co.uk / no proxy, no port, / Username2wap / password: password / server http://mmsc.mms.o2.co.uk:8002 / MMSC same as server / MMS proxy 184.108.40.206 / MMNS port 8080 / mcc 234 / mnc 10
everything works - but according to the O2 availabilty map my whole home area is HSDPA but all I ever see in the notification bar is G.
So typing this into the keypad *#*#4636#*#* takes you to some mysterious and interesting stuff. I changed it from WCDMA preferred to WCDMA only and it showed 3G - but only briefly and anyway nothing worked - well I couldn't get result of a Google search.
My son has an HTC HD2 and standing next to me his phone shows H!!!!