I remember when I was on ATT you could go to your account via website and view activity such as Data. Another one was to dial *3282# and it would display Data activity but I never tried it.
This is one thing ATT has done to put customers in a hard place blocking Data Sense. I love it on my phone (Tmobile) but I've been blasting through 2.5GB a month using the Internet Sharing on my laptop and tablet and bit the bullet and went unlimited.
I've seen some videos that continually suck data and with my 3 yr old, I finally just downloaded an app in the store called Kids Movies:
http://www.windowsphone.com/s?appid=...7-a77e3260f7ab that she loves and hasn't seemed to eat as much Data.