As a fellow AT&T user, you want to look on the back of your new phone and make sure it says Model A1633 for a 6s phone (or A1634 for the 6s+), NOT a A1688 (or not a 1687 for the 6s+). The 1633 has all the bands of the 1688, except it also has the band 30 LTE which is the faster LTE that AT&T is building out:
AT&T expects to start deploying 2.3 GHz WCS spectrum for LTE this summer - FierceWirelessTech
The A1634 and A1687 work worldwide/outside of the US as you can see on this chart, but you lose the band 30, so my advice actually assumes you are US and can take advantage of the faster LTE sooner or later, not a resident of another country:
Apple - iPhone 6 - View countries with supported LTE networks.
If you chose an order of AT&T, you should get a A1633/1634 no problem - just verify it!