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Recently I went on a trip out of town and had problems receiving a cell data connection upon arrival at my destination. I used the following technique to reset my iPhones data connection.

I opened settings, and turned Airplane Mode ON. I then waited about 15 seconds, and toggled the Airplane Mode slider back to the OFF position. This forces the phone to ardently search for mobile data providers, and almost always corrects data connectivity issues.

The screen shots above show this procedure in action and the Facebook application receiving updates.