I just got my Nokia Lumia 928 black. Using a T-Mobile sim card, I can call & receive call, sending & receiving sms, and browse the web site using my T-Mobile data plan only. I didn't try MMS since I never use it.
This is the setting I done.
Settings -> cellular:
Data connection - on
Data roaming options - don't roam
Mode Selection - can't set this, it's disabled
Highest connection speed - LTE
Network Selection - automatic
For limited Wi-Fi connectivity - use cellular data
I'm using T-Mobile Prepaid Plan. I inserted T-Mobile sim card before I turn on the phone for the first time. I'm so surprised that the data actually work so hopefully it will continue to work.