Every Android emulator I'd create and test would not have internet. Digging into the issue it seems to be some of the features I was adding like GSM modem support so I created one without any features and internet worked fine.
Also, another handy trick is using an HTTP proxy so you can view all of your web traffic easily. Sure you could just fire up wireshark but this is a little cleaner looking:
http://aurirahimzadeh.spaces.live.com/blog/cns!F5CF78DEA3328162!3717.entry
