As it turned out, the fix for data was pretty simple.  Because I was already a Consumer Cellular customer, I could log in their Web site and check my settings.  My wife has a non-smart phone and I have my iPhone 4S.  When I looked at the settings under My Account, I saw that CC had added a data plan onto my account which was part of the request to mail the SIM card. But in looking at the specific settings for the two phones, I saw that Web (Data) hadn't been enabled.  I checked that box and saved those settings, and before long I had Internet access.  The MMS test messages that I'd sent had been received; the phone worked; and I had an active Internet connection.  I am a pretty happy camper.  The only thing left on my to-do list is to get the personal hotspot feature working.  It appears that will require jailbreaking and installing a tethering app.  It looks like one of the most popular apps for that purpose is MyFi, available from Intelliborn.  I'll report back with an update soon.