4G is a confusing mess of standards, and not every phone sold as "4G" overseas will work on any of Australia's existing 4G networks. Over at Gizmodo, I've just reviewed the HTC One XL, an LTE-enabled import smartphone. The first thing to do was to get it working on Telstra's 4G network, which isn't a terribly onerous procedure — but it's not awfully obvious either.
Again, it's worth restating; not every '4G' phone will work in Australia, thanks to the mix of technologies and/or frequencies that get sold as '4G' internationally. This is why Apple got into trouble with the ACCC, after all. What you need at the time of writing is a phone that uses LTE at 1800Mhz; both Telstra's current network and Optus' still-being-tested network use 1800Mhz for regulatory reasons.
Within the phone's Ice Cream Sandwich settings utility, there's a network switch (under Settings/Mobile Network/Network Mode) to change the seeking mode to GSM/WCDMA/LTE Auto, but if you choose that, it will automatically flick back to GSM/WCDMA only when you leave the application. The trick is to change the Access Point name; in the case of Telstra, that should be to change it to telstra.internet.
Reboot the phone, change the switch back to GSM/WCDMA/LTE, and as long as you're in a 4G area and the network gods are smiling on you, you should start getting some sweet (but battery-sapping) 4G data.