Having trouble connecting via 3G network using my iPhone 4
Check to see if your network carrier data options are enabled (probably through your account with the carrier).

If so check to see if you have your data turned on Settings > Cellular > Cellular Data switch is to green.

Reset network settings Settings > General > Reset > Reset Network Settings

If none of the above work you can always take your backplate off and ensure that your antenna is still connected to your logic board (plenty of tutorials online)