How can I choose my Service provider? Is there an AT command for this? It seems to me that the modem chooses the carrier with the best signal strength.

By default the modem will automatically connect to it's HOME network if it is available. If it is not available, then it starts searching for roaming partners that are defined by the carrier on the SIM card.

You can use the Operator Selection +COPS command to query surrounding networks. You can also use the +COPS command to force the modem to connect to a network.

See the Wireless GSM/GPRS Modems Reference Guide for information about this command. Here is a link to the reference guide: