I did have to contact AT&T to fix some visual voicemail stuff after I upgraded, but otherwise the whole process is carrier-free like Yontsey says. If you order straight from Apple they'll ask you for your carrier and phone number and handle the new SIM on their end - no swapping needed. Open the new phone, go through the setup prompts, transfer your data from backup (or your old phone) and you're good to go. There's a 24hr-ish hour window where both phones still work as phones, but your old phone will eventually just say 'no service' and then you use it as an iPod.
