You don't need iTunes anymore.
If you create an iCloud back-up of your iPhone 4 when iOS 5 is released on wednesday, then when you get the iPhone 4S, follow the on screen instructions, the phone will be activated during this process and then you will be prompted to sign in with your Apple ID, then just press restore from a back-up.
Image
If you check your profile on wireless.att.com, AT&T always knows what phone you are using (usually within 5 minutes of swapping SIM cards), their is no need to call AT&T to swap IMEI numbers, they already know you swapped phones.
You will need to go into an AT&T store and ask for a Micro SIM card, they usually don't ask why and its free.