Looks like AT&T and Microsoft aren't reading from the same playbook, but are now.
While ample evidence suggests AT&T had no problem with the end user adding extra memory (see here and here), it looks like the giant is now back stepping a bit. In a post yesterday from Paul Thurrott and confirmed by one of our readers at an AT&T store, the employees are now telling customers do not upgrade the microSD card on the device.
In short, there appears to be a problem with reliability when using non-approved memory. Microsoft is fixing this and it will come out in some OTA update, presumably that one in January that is rumored. The good news is this whole use it/don't use it approach to memory may end once Microsoft sorts out the problem on their end.
For now, we say: take the risk if you know the implications. If your device starts crashing, or having performance issues, well...take out the card and start anew. You're adults, you can figure this out.
Source: Windows Phone Secrets, reader Gregory from MA