What they may do is what alot of other online sites do. You'll buy the phone online, then once purchased it will forward you over to the AT&T website where you choose your plan and give them your info for an account (or provide your account info if you are already a customer). Then the phone will arrive and you will call in to give them the number on SIM to get it activated.
Now that I've written all that though I recall that Amazon does it all on site if I remember correctly. You buy the phone, tell em if you are new user or current user, pick your plan, and then that info is forwarded to cingular and a phone number is shot back to ya. All you had to do when you got the phone was plug in the SIM and charge the phone.
Apple may do the same thing.