Abby,
There won't be any need to try using AT&T SIM cards in your phone, as it appears that it's a dual-band model and is only equipped with the two Euro frequencies (900 & 1800 MHz). Even if it was unlocked and you were able to try it with a US SIM card, the display would indicate "no network found", as North American GSM cell networks use 850 & 1900 MHz.
Your phone should work just fine in Italy, however the SIM card you were using in France may have expired (they usually have a "limited shelf life" if not used for six months or more). Even if the SIM still functioned, it would function in "roaming" mode in Italy, meaning your rates would be higher.
You have several choices. You could purchase a travel SIM from a firm such as Cellular Abroad, Mobal, MaxRoam or others, keeping in mind that your phone would have to be unlocked to work with any of these. You could also buy a PAYG SIM when you arrive in Italy (again, your phone would have to be unlocked), which is probably the least expensive option if you'll just be travelling in Italy.
In your situation, I'd probably try a U.S.-based SIM briefly, just to see if the phone display indicates whether it's unlocked. Depending on which model phone you have, it may be possible to buy unlocking codes off the net for a fairly reasonable price. Post another reply if you need further information on that.
Good luck!